+2,632.4%
MDY vs CASY
+10,358.5%
-7,726.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.4% |
| 30D | +1.3% | +7.2% | -5.9% | -0.8% |
| 3M | -4.1% | -16.9% | +12.8% | +0.3% |
| 6M | +1.0% | -19.3% | +20.3% | +5.2% |
| YTD | +13.3% | +25.6% | -12.3% | +3.3% |
| 1Y | +15.7% | +30.2% | -14.4% | +4.2% |
| 3Y | +59.6% | +154.9% | -95.3% | +15.4% |
| 5Y | +36.3% | +252.1% | -215.8% | -11.4% |
| 10Y | +173.6% | +535.8% | -362.2% | +47.0% |
| All | +2,632.4% | +10,358.5% | -7,726.2% | +555.4% |
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