-29.7%
MKC vs CASY
+220.7%
-250.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -0.9% | -11.3% | +10.5% | +0.4% |
| 3M | +12.7% | -0.6% | +13.4% | +12.5% |
| 6M | -19.3% | +10.7% | -30.0% | -21.0% |
| YTD | -22.2% | +37.1% | -59.3% | -26.1% |
| 1Y | -23.3% | +52.3% | -75.6% | -28.2% |
| All | -29.7% | +220.7% | -250.4% | -40.0% |
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