-26.4%
MKC vs CASY
+32.9%
-59.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.0% | +3.6% | -6.5% | -3.2% |
| 30D | +4.8% | +9.1% | -4.2% | +4.2% |
| 3M | -12.8% | -16.5% | +3.7% | -11.8% |
| 6M | +5.0% | -19.7% | +24.7% | +6.1% |
| YTD | -29.1% | +29.3% | -58.3% | -34.2% |
| 1Y | -26.4% | +33.1% | -59.5% | -32.2% |
| All | -26.4% | +32.9% | -59.2% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling