+25.2%
MCD vs CASY
+253.8%
-228.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +5.9% | +3.6% | +2.4% | +5.4% |
| 30D | +19.6% | +7.2% | +12.4% | +18.4% |
| 3M | +3.3% | -16.9% | +20.2% | +5.9% |
| 6M | +3.5% | -19.3% | +22.8% | +6.3% |
| YTD | -6.1% | +25.6% | -31.8% | -11.4% |
| 1Y | -3.7% | +30.2% | -33.8% | -9.8% |
| 3Y | +13.4% | +154.9% | -141.5% | -8.9% |
| 5Y | +25.2% | +252.1% | -227.0% | -8.4% |
| All | +25.2% | +253.8% | -228.6% | -8.4% |
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