+199.5%
MCHP vs CTAS
+687.6%
-488.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +2.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | -6.0% | -0.7% | -5.3% | -5.7% |
| 3M | -19.7% | +11.1% | -30.8% | -27.2% |
| 6M | +14.0% | +2.1% | +11.9% | +9.2% |
| YTD | +18.4% | +8.0% | +10.5% | +8.5% |
| 1Y | +17.1% | -0.5% | +17.6% | +13.9% |
| 3Y | +0.7% | +66.2% | -65.5% | -34.9% |
| 5Y | +5.1% | +109.2% | -104.1% | -42.5% |
| All | +199.5% | +687.6% | -488.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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