-11.6%
MDB vs CASY
+161.8%
-173.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +6.8% | +3.6% | +3.3% | +6.4% |
| 30D | -6.2% | +9.1% | -15.3% | -7.4% |
| 3M | -29.2% | -16.5% | -12.7% | -27.5% |
| 6M | +10.3% | -19.7% | +30.0% | +14.3% |
| YTD | -20.4% | +29.3% | -49.6% | -28.0% |
| 1Y | -4.8% | +33.1% | -38.0% | -15.2% |
| 3Y | -11.6% | +158.5% | -170.1% | -40.6% |
| All | -11.6% | +161.8% | -173.4% | -40.6% |
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