+427.0%
MCK vs CASY
+453.5%
-26.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -2.9% | -18.6% | +15.7% | +1.9% |
| 30D | +0.4% | -26.6% | +27.1% | +8.1% |
| 3M | +12.1% | -32.8% | +44.9% | +23.2% |
| 6M | -5.4% | -10.0% | +4.6% | -4.8% |
| YTD | +7.8% | +11.6% | -3.8% | +1.9% |
| 1Y | +22.9% | +11.5% | +11.5% | +16.0% |
| 3Y | +110.7% | +160.7% | -50.0% | +47.8% |
| 5Y | +346.2% | +232.4% | +113.8% | +181.0% |
| All | +427.0% | +453.5% | -26.4% | +182.1% |
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