+0.5%
MCHP vs CASY
+209.8%
-209.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | +2.8% | -4.4% | +7.1% | +3.5% |
| 30D | -12.8% | -12.0% | -0.8% | -11.0% |
| 3M | -19.2% | -2.3% | -16.9% | -20.3% |
| 6M | +14.5% | +10.5% | +4.0% | +9.1% |
| YTD | +17.1% | +33.0% | -15.9% | +5.8% |
| 1Y | +15.3% | +41.1% | -25.8% | +1.7% |
| 3Y | +0.5% | +207.5% | -207.0% | -24.3% |
| All | +0.5% | +209.8% | -209.3% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling