+224.4%
MRK vs CASY
+453.5%
-229.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -4.3% | -18.6% | +14.3% | -1.0% |
| 30D | +8.3% | -26.6% | +34.9% | +13.9% |
| 3M | +20.0% | -32.8% | +52.8% | +28.1% |
| 6M | +25.7% | -10.0% | +35.7% | +26.1% |
| YTD | +38.7% | +11.6% | +27.1% | +33.5% |
| 1Y | +74.7% | +11.5% | +63.2% | +67.9% |
| 3Y | +45.4% | +160.7% | -115.3% | +15.7% |
| 5Y | +129.0% | +232.4% | -103.4% | +71.2% |
| All | +224.4% | +453.5% | -229.1% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling