+2,812.9%
MMM vs CASY
+36,294.0%
-33,481.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -7.0% | -11.3% | +4.3% | -4.9% |
| 3M | +10.8% | -0.6% | +11.5% | +10.0% |
| 6M | +5.8% | +10.7% | -4.9% | +2.5% |
| YTD | +6.8% | +37.1% | -30.4% | -0.9% |
| 1Y | +10.4% | +52.3% | -41.9% | +0.1% |
| 3Y | +104.7% | +215.2% | -110.5% | +58.7% |
| 5Y | +23.6% | +276.5% | -252.9% | -8.2% |
| 10Y | +54.1% | +508.4% | -454.2% | +2.9% |
| All | +2,812.9% | +36,294.0% | -33,481.1% | +1,004.2% |
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