-1.4%
MDT vs CASY
+253.8%
-255.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.5% | +3.6% | -0.1% | +3.1% |
| 30D | +16.2% | +7.2% | +9.0% | +15.2% |
| 3M | +18.9% | -16.9% | +35.8% | +21.3% |
| 6M | +37.3% | -19.3% | +56.7% | +40.4% |
| YTD | +9.7% | +25.6% | -15.9% | +4.4% |
| 1Y | +15.2% | +30.2% | -15.0% | +8.8% |
| 3Y | +61.8% | +154.9% | -93.1% | +34.0% |
| 5Y | -1.4% | +252.1% | -253.5% | -25.1% |
| All | -1.4% | +253.8% | -255.1% | -25.1% |
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