+165.3%
MMM vs CASY
+156.8%
+8.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +7.0% | +5.0% | +2.0% | +6.1% |
| 30D | +18.4% | +8.2% | +10.2% | +16.8% |
| 3M | +4.5% | -18.2% | +22.7% | +7.9% |
| 6M | +33.4% | -18.6% | +52.0% | +37.6% |
| YTD | +20.0% | +26.8% | -6.8% | +9.8% |
| 1Y | +15.0% | +31.6% | -16.6% | +4.0% |
| All | +165.3% | +156.8% | +8.5% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling