+875.5%
MDB vs CASY
+555.0%
+320.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -11.4% | +1.1% | -12.5% | -11.6% |
| 30D | -13.8% | +8.7% | -22.5% | -15.9% |
| 3M | -15.5% | -17.3% | +1.9% | -11.9% |
| 6M | +17.9% | -19.7% | +37.7% | +22.8% |
| YTD | -25.5% | +24.8% | -50.3% | -32.8% |
| 1Y | -12.1% | +31.9% | -44.0% | -22.4% |
| 3Y | -5.9% | +155.4% | -161.3% | -34.5% |
| 5Y | -43.7% | +250.6% | -294.3% | -64.9% |
| All | +875.5% | +555.0% | +320.5% | +359.3% |
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