-17.0%
MDLN vs CASY
+14.1%
-31.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.2% | +12.4% | -0.8% |
| 7D | -6.2% | -16.5% | +10.3% | -5.0% |
| 30D | +0.7% | -26.4% | +27.1% | +2.6% |
| 3M | -5.4% | -17.3% | +11.9% | -5.8% |
| 6M | -21.6% | -5.2% | -16.4% | -24.0% |
| YTD | -18.9% | +14.1% | -33.0% | -26.6% |
| All | -17.0% | +14.1% | -31.0% | -24.7% |
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