-10.5%
MLM vs CASY
+32.1%
-42.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.4% |
| 7D | +9.1% | +0.8% | +8.3% | +9.1% |
| 30D | +14.6% | +9.4% | +5.2% | +14.8% |
| 3M | +0.3% | -20.6% | +20.9% | -0.1% |
| 6M | -7.5% | -20.7% | +13.3% | -5.8% |
| YTD | -10.2% | +22.5% | -32.7% | -16.3% |
| 1Y | -10.5% | +29.5% | -40.0% | -18.0% |
| All | -10.5% | +32.1% | -42.6% | -18.0% |
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 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