+2,968.0%
MPC vs CTAS
+3,248.7%
-280.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | -16.2% | +1.2% | -17.3% | -17.0% |
| 30D | -15.7% | +12.8% | -28.5% | -22.2% |
| 3M | +24.9% | +10.3% | +14.6% | +16.6% |
| 6M | +52.7% | +32.0% | +20.7% | +24.8% |
| YTD | +131.9% | +19.1% | +112.7% | +101.0% |
| 1Y | +96.6% | +21.5% | +75.2% | +67.8% |
| 3Y | +163.8% | +76.0% | +87.7% | +63.4% |
| 5Y | +533.1% | +110.9% | +422.3% | +229.0% |
| 10Y | +1,118.6% | +849.8% | +268.8% | +103.9% |
| All | +2,968.0% | +3,248.7% | -280.7% | +86.5% |
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