-34.2%
MKC vs CASY
+274.3%
-308.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.1% |
| 7D | -4.3% | -4.4% | 0.0% | -3.7% |
| 30D | -2.0% | -12.0% | +10.0% | 0.0% |
| 3M | +10.0% | -2.3% | +12.3% | +9.8% |
| 6M | -18.5% | +10.5% | -29.0% | -21.0% |
| YTD | -22.4% | +33.0% | -55.4% | -27.5% |
| 1Y | -23.6% | +41.1% | -64.8% | -29.5% |
| 3Y | -30.4% | +207.5% | -237.9% | -46.8% |
| 5Y | -34.2% | +290.7% | -324.9% | -53.9% |
| All | -34.2% | +274.3% | -308.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling