+35,221.4%
MCHP vs CTAS
+12,621.7%
+22,599.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.7% | +2.0% | +3.7% | +4.6% |
| 30D | -13.4% | +8.7% | -22.1% | -17.5% |
| 3M | -20.1% | +13.3% | -33.4% | -25.9% |
| 6M | -35.5% | +39.4% | -74.9% | -47.9% |
| YTD | -1.6% | +21.5% | -23.0% | -14.3% |
| 1Y | +15.5% | +21.9% | -6.4% | +0.4% |
| 3Y | -13.2% | +73.6% | -86.8% | -38.7% |
| 5Y | -17.5% | +116.2% | -133.7% | -47.9% |
| 10Y | +136.0% | +818.2% | -682.2% | -31.4% |
| All | +35,221.4% | +12,621.7% | +22,599.7% | +3,345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling