+137.7%
MCHP vs CASY
+565.2%
-427.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.2% |
| 7D | -17.5% | +5.8% | -23.4% | -19.3% |
| 30D | -15.8% | +10.7% | -26.5% | -19.2% |
| 3M | -22.9% | -13.9% | -9.0% | -19.3% |
| 6M | -36.6% | -18.4% | -18.1% | -33.4% |
| YTD | -0.8% | +29.6% | -30.5% | -15.8% |
| 1Y | +16.5% | +32.8% | -16.3% | -2.5% |
| 3Y | -13.6% | +162.3% | -175.9% | -49.4% |
| 5Y | -17.0% | +265.0% | -282.0% | -59.8% |
| 10Y | +137.7% | +555.4% | -417.7% | -10.8% |
| All | +137.7% | +565.2% | -427.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling