+32.0%
MLM vs CASY
+254.0%
-222.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.3% | -5.6% |
| 7D | -1.2% | +1.8% | -3.1% | -1.7% |
| 30D | +7.9% | +11.2% | -3.2% | +5.3% |
| 3M | -4.5% | -19.1% | +14.6% | -0.1% |
| 6M | -12.6% | -19.9% | +7.3% | -9.0% |
| YTD | -14.9% | +25.2% | -40.0% | -23.8% |
| 1Y | -13.1% | +31.6% | -44.7% | -23.6% |
| 3Y | +21.2% | +155.4% | -134.2% | -20.1% |
| 5Y | +32.0% | +251.5% | -219.5% | -29.0% |
| All | +32.0% | +254.0% | -222.0% | -29.0% |
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 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