+83.0%
MMM vs CASY
+551.3%
-468.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | +3.6% | +2.2% | +4.7% |
| 30D | +17.9% | +7.2% | +10.7% | +15.5% |
| 3M | +3.6% | -16.9% | +20.5% | +8.5% |
| 6M | +32.9% | -19.3% | +52.2% | +38.8% |
| YTD | +19.5% | +25.6% | -6.2% | +7.8% |
| 1Y | +16.5% | +30.2% | -13.6% | +3.6% |
| 3Y | +167.2% | +154.9% | +12.3% | +86.0% |
| 5Y | +48.2% | +252.1% | -203.9% | -9.9% |
| 10Y | +83.0% | +535.8% | -452.8% | -8.3% |
| All | +83.0% | +551.3% | -468.3% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling