+10.5%
MCD vs CASY
+154.1%
-143.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +7.1% | +1.1% | +6.0% | +7.0% |
| 30D | +19.8% | +8.7% | +11.1% | +18.7% |
| 3M | +0.8% | -17.3% | +18.1% | +2.6% |
| 6M | -1.3% | -19.7% | +18.4% | +0.7% |
| YTD | -7.8% | +24.8% | -32.6% | -11.6% |
| 1Y | -5.0% | +31.9% | -36.9% | -9.7% |
| 3Y | +10.5% | +155.4% | -144.8% | -5.6% |
| All | +10.5% | +154.1% | -143.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling