-35.5%
MCHP vs CASY
-18.2%
-17.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.5% |
| 7D | +5.7% | +3.6% | +2.2% | +6.4% |
| 30D | -13.4% | +9.1% | -22.5% | -12.1% |
| 3M | -20.1% | -16.5% | -3.6% | -22.1% |
| 6M | -35.5% | -19.7% | -15.8% | -37.1% |
| All | -35.5% | -18.2% | -17.3% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling