+201.4%
MCHP vs CASY
+468.0%
-266.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +5.0% |
| 7D | +0.3% | -16.5% | +16.9% | +7.0% |
| 30D | -9.8% | -26.4% | +16.6% | +0.8% |
| 3M | -19.7% | -17.3% | -2.4% | -16.5% |
| 6M | +13.6% | -5.2% | +18.8% | +11.0% |
| YTD | +16.5% | +14.1% | +2.5% | +4.5% |
| 1Y | +15.7% | +16.6% | -0.9% | +2.0% |
| 3Y | 0.0% | +163.7% | -163.8% | -42.5% |
| 5Y | +4.4% | +231.3% | -226.9% | -47.5% |
| 10Y | +201.4% | +462.9% | -261.5% | +18.7% |
| All | +201.4% | +468.0% | -266.6% | +18.7% |
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