+134.5%
MCHP vs CTAS
+814.6%
-680.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +5.7% | +2.0% | +3.7% | +4.3% |
| 30D | -13.4% | +8.7% | -22.1% | -18.5% |
| 3M | -20.1% | +13.3% | -33.4% | -27.3% |
| 6M | -35.5% | +39.4% | -74.9% | -50.9% |
| YTD | -1.6% | +21.5% | -23.0% | -17.4% |
| 1Y | +15.5% | +21.9% | -6.4% | -3.4% |
| 3Y | -13.2% | +73.6% | -86.8% | -45.7% |
| 5Y | -17.5% | +116.2% | -133.7% | -56.1% |
| All | +134.5% | +814.6% | -680.0% | -36.8% |
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