+17.9%
MDB vs CASY
-20.4%
+38.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -11.4% | +1.1% | -12.5% | -11.2% |
| 30D | -13.8% | +8.7% | -22.5% | -13.3% |
| 3M | -15.5% | -17.3% | +1.9% | -16.8% |
| 6M | +17.9% | -19.7% | +37.7% | +5.6% |
| All | +17.9% | -20.4% | +38.3% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling