+20.8%
MCD vs CASY
+266.7%
-245.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.6% | +3.6% | -5.2% | -2.2% |
| 30D | +14.1% | +9.1% | +5.1% | +12.6% |
| 3M | +0.6% | -16.5% | +17.1% | +3.2% |
| 6M | 0.0% | -19.7% | +19.7% | +3.0% |
| YTD | -9.3% | +29.3% | -38.5% | -14.8% |
| 1Y | -9.3% | +33.1% | -42.4% | -15.4% |
| 3Y | +8.6% | +158.5% | -149.9% | -12.9% |
| All | +20.8% | +266.7% | -245.8% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling