+25.1%
MKC vs CASY
+555.0%
-529.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.0% | +3.6% | -6.5% | -3.8% |
| 30D | +4.8% | +9.1% | -4.2% | +2.8% |
| 3M | -12.8% | -16.5% | +3.7% | -9.6% |
| 6M | +5.0% | -19.7% | +24.7% | +9.3% |
| YTD | -29.1% | +29.3% | -58.3% | -34.9% |
| 1Y | -26.4% | +33.1% | -59.5% | -33.0% |
| 3Y | -21.6% | +158.5% | -180.1% | -41.7% |
| 5Y | -35.2% | +266.7% | -302.0% | -57.2% |
| All | +25.1% | +555.0% | -529.9% | -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