+4.4%
MCHP vs CASY
+234.8%
-230.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +3.2% |
| 7D | +0.3% | -16.5% | +16.9% | +4.9% |
| 30D | -9.8% | -26.4% | +16.6% | -2.5% |
| 3M | -19.7% | -17.3% | -2.4% | -17.7% |
| 6M | +13.6% | -5.2% | +18.8% | +10.6% |
| YTD | +16.5% | +14.1% | +2.5% | +5.8% |
| 1Y | +15.7% | +16.6% | -0.9% | +3.5% |
| 3Y | 0.0% | +163.7% | -163.8% | -38.1% |
| 5Y | +4.4% | +231.3% | -226.9% | -43.9% |
| All | +4.4% | +234.8% | -230.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling