+7,983.2%
MDT vs CASY
+36,294.0%
-28,310.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +9.5% | -11.3% | +20.9% | +11.7% |
| 3M | +16.0% | -0.6% | +16.6% | +15.3% |
| 6M | +0.2% | +10.7% | -10.5% | -2.4% |
| YTD | -0.3% | +37.1% | -37.4% | -6.6% |
| 1Y | +4.7% | +52.3% | -47.6% | -3.9% |
| 3Y | +26.5% | +215.2% | -188.6% | +0.7% |
| 5Y | -18.2% | +276.5% | -294.7% | -37.5% |
| 10Y | +40.0% | +508.4% | -468.3% | -3.0% |
| All | +7,983.2% | +36,294.0% | -28,310.8% | +2,775.6% |
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 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