+76.3%
MMM vs CASY
+555.0%
-478.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | -0.4% | +3.6% | -3.9% | -1.4% |
| 30D | +12.1% | +9.1% | +3.1% | +9.3% |
| 3M | +1.4% | -16.5% | +17.9% | +6.2% |
| 6M | +26.6% | -19.7% | +46.3% | +32.6% |
| YTD | +16.8% | +29.3% | -12.4% | +4.5% |
| 1Y | +10.1% | +33.1% | -23.0% | -2.7% |
| 3Y | +158.4% | +158.5% | -0.1% | +79.0% |
| 5Y | +43.1% | +266.7% | -223.6% | -14.3% |
| All | +76.3% | +555.0% | -478.7% | -13.0% |
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