-40.1%
MDB vs CASY
+261.5%
-301.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +11.6% | +2.5% | +9.1% | +10.7% |
| 30D | -8.9% | +10.2% | -19.1% | -11.9% |
| 3M | -22.4% | -15.7% | -6.7% | -18.8% |
| 6M | +10.1% | -18.4% | +28.4% | +15.6% |
| YTD | -19.0% | +28.3% | -47.3% | -31.2% |
| 1Y | -7.0% | +32.6% | -39.6% | -22.7% |
| 3Y | -9.8% | +159.5% | -169.4% | -51.1% |
| 5Y | -40.1% | +263.9% | -304.0% | -77.5% |
| All | -40.1% | +261.5% | -301.6% | -77.5% |
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