+8,693.3%
MDT vs CASY
+34,306.4%
-25,613.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -3.2% | +5.8% | -9.0% | -4.1% |
| 30D | +10.5% | +10.7% | -0.2% | +8.6% |
| 3M | +13.0% | -13.9% | +26.8% | +15.5% |
| 6M | +38.7% | -18.4% | +57.1% | +42.2% |
| YTD | +8.5% | +29.6% | -21.1% | +2.3% |
| 1Y | +10.0% | +32.8% | -22.8% | +3.2% |
| 3Y | +58.6% | +162.3% | -103.7% | +30.1% |
| 5Y | -0.3% | +265.0% | -265.3% | -23.6% |
| 10Y | +61.3% | +555.4% | -494.1% | +10.2% |
| All | +8,693.3% | +34,306.4% | -25,613.0% | +3,048.7% |
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 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