+193.4%
MCD vs CASY
+555.0%
-361.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | +3.6% | -5.2% | -2.5% |
| 30D | +14.1% | +9.1% | +5.1% | +11.7% |
| 3M | +0.6% | -16.5% | +17.1% | +4.5% |
| 6M | 0.0% | -19.7% | +19.7% | +4.2% |
| YTD | -9.3% | +29.3% | -38.5% | -17.0% |
| 1Y | -9.3% | +33.1% | -42.4% | -17.8% |
| 3Y | +8.6% | +158.5% | -149.9% | -20.2% |
| 5Y | +21.9% | +266.7% | -244.8% | -21.1% |
| All | +193.4% | +555.0% | -361.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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