+17.1%
MCHP vs CTAS
+1.1%
+16.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +3.8% |
| 7D | 0.0% | +0.5% | -0.5% | +0.1% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -19.7% | +11.1% | -30.8% | -19.7% |
| 6M | +14.0% | +2.1% | +11.9% | +19.3% |
| YTD | +18.4% | +8.0% | +10.5% | +19.7% |
| 1Y | +17.1% | -0.5% | +17.6% | +23.1% |
| All | +17.1% | +1.1% | +16.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling