+110.7%
MCK vs CASY
+158.0%
-47.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -2.9% | -18.6% | +15.7% | -1.7% |
| 30D | +0.4% | -26.6% | +27.1% | +2.3% |
| 3M | +12.1% | -32.8% | +44.9% | +14.8% |
| 6M | -5.4% | -10.0% | +4.6% | -5.2% |
| YTD | +7.8% | +11.6% | -3.8% | +6.5% |
| 1Y | +22.9% | +11.5% | +11.5% | +21.4% |
| 3Y | +110.7% | +160.7% | -50.0% | +109.0% |
| All | +110.7% | +158.0% | -47.3% | +109.0% |
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 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