+24.9%
MKC vs CASY
+539.5%
-514.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -2.4% | +5.0% | -7.4% | -3.5% |
| 30D | +5.4% | +8.2% | -2.8% | +3.5% |
| 3M | -11.1% | -18.2% | +7.0% | -7.4% |
| 6M | -1.4% | -18.6% | +17.2% | +2.2% |
| YTD | -29.4% | +26.8% | -56.2% | -34.9% |
| 1Y | -24.7% | +31.6% | -56.3% | -31.3% |
| 3Y | -21.8% | +156.5% | -178.3% | -41.7% |
| 5Y | -36.0% | +258.6% | -294.6% | -57.5% |
| 10Y | +24.9% | +550.3% | -525.3% | -29.4% |
| All | +24.9% | +539.5% | -514.5% | -29.4% |
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