+49.3%
MRK vs CASY
+209.8%
-160.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.7% | -1.0% |
| 7D | -0.9% | -4.4% | +3.4% | -0.5% |
| 30D | +15.5% | -12.0% | +27.5% | +16.7% |
| 3M | +25.1% | -2.3% | +27.4% | +24.6% |
| 6M | +30.1% | +10.5% | +19.6% | +27.2% |
| YTD | +43.1% | +33.0% | +10.1% | +36.7% |
| 1Y | +82.5% | +41.1% | +41.3% | +72.9% |
| 3Y | +49.3% | +207.5% | -158.2% | +30.3% |
| All | +49.3% | +209.8% | -160.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling