+30.3%
MKC vs CASY
+468.0%
-437.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.4% | +2.5% |
| 7D | -4.3% | -16.5% | +12.2% | -0.5% |
| 30D | -3.1% | -26.4% | +23.3% | +3.6% |
| 3M | +6.8% | -17.3% | +24.1% | +10.4% |
| 6M | -18.3% | -5.2% | -13.1% | -19.0% |
| YTD | -23.1% | +14.1% | -37.1% | -27.3% |
| 1Y | -23.7% | +16.6% | -40.3% | -28.4% |
| 3Y | -31.0% | +163.7% | -194.7% | -49.5% |
| 5Y | -33.5% | +231.3% | -264.8% | -55.3% |
| 10Y | +30.3% | +462.9% | -432.6% | -24.5% |
| All | +30.3% | +468.0% | -437.7% | -24.5% |
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