-18.5%
MKC vs CASY
+153.5%
-172.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +2.3% | +1.1% | +1.3% | +2.2% |
| 30D | +8.1% | +8.7% | -0.6% | +7.2% |
| 3M | -6.4% | -17.3% | +10.9% | -4.7% |
| 6M | +1.8% | -19.7% | +21.5% | +3.8% |
| YTD | -26.9% | +24.8% | -51.7% | -30.0% |
| 1Y | -21.7% | +31.9% | -53.6% | -25.6% |
| All | -18.5% | +153.5% | -172.1% | -30.9% |
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