+42,373.9%
MCHP vs CTAS
+11,146.8%
+31,227.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.7% | -1.8% | +3.5% | +2.7% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -22.5% | +11.7% | -34.2% | -28.6% |
| 6M | +7.3% | +0.7% | +6.6% | +4.3% |
| YTD | +18.4% | +7.4% | +11.0% | +10.9% |
| 1Y | +18.1% | -2.1% | +20.2% | +16.5% |
| 3Y | -2.8% | +62.9% | -65.7% | -28.6% |
| 5Y | +5.5% | +111.9% | -106.4% | -32.3% |
| 10Y | +185.8% | +652.2% | -466.4% | -7.1% |
| All | +42,373.9% | +11,146.8% | +31,227.0% | +4,357.2% |
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 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