+6,511.4%
MCD vs CASY
+33,122.1%
-26,610.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +8.0% | +1.8% | +6.2% | +7.7% |
| 30D | +19.6% | +11.2% | +8.4% | +17.7% |
| 3M | +2.2% | -19.1% | +21.3% | +5.2% |
| 6M | -1.1% | -19.9% | +18.8% | +1.4% |
| YTD | -7.2% | +25.2% | -32.4% | -11.4% |
| 1Y | -6.7% | +31.6% | -38.3% | -11.6% |
| 3Y | +11.6% | +155.4% | -143.8% | -5.6% |
| 5Y | +22.6% | +251.5% | -228.9% | -1.9% |
| 10Y | +218.4% | +558.6% | -340.2% | +129.7% |
| All | +6,511.4% | +33,122.1% | -26,610.7% | +2,898.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling