+3,101.0%
MPC vs CTAS
+2,919.0%
+182.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | -1.8% | +7.3% | +6.7% |
| 30D | +31.0% | -0.2% | +31.2% | +31.0% |
| 3M | +46.0% | +11.7% | +34.3% | +34.0% |
| 6M | +77.3% | +0.7% | +76.6% | +72.7% |
| YTD | +141.9% | +7.4% | +134.5% | +125.2% |
| 1Y | +120.9% | -2.1% | +123.0% | +117.8% |
| 3Y | +182.7% | +62.9% | +119.7% | +83.8% |
| 5Y | +646.4% | +111.9% | +534.6% | +280.8% |
| 10Y | +1,138.7% | +652.2% | +486.5% | +145.0% |
| All | +3,101.0% | +2,919.0% | +182.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling