+30.5%
MLM vs CASY
+265.4%
-234.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -5.8% | +5.8% | -11.6% | -7.0% |
| 30D | +9.8% | +10.7% | -0.9% | +7.3% |
| 3M | -5.2% | -13.9% | +8.7% | -2.2% |
| 6M | -10.3% | -18.4% | +8.2% | -6.7% |
| YTD | -15.5% | +29.6% | -45.1% | -24.9% |
| 1Y | -15.0% | +32.8% | -47.9% | -25.3% |
| 3Y | +17.5% | +162.3% | -144.8% | -22.8% |
| 5Y | +30.5% | +265.0% | -234.5% | -29.9% |
| All | +30.5% | +265.4% | -234.8% | -29.9% |
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