+105.4%
MRK vs CASY
+254.7%
-149.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.3% | +5.0% | -2.6% | +1.7% |
| 30D | +1.7% | +8.2% | -6.5% | +0.6% |
| 3M | +13.8% | -18.2% | +31.9% | +16.4% |
| 6M | +34.7% | -18.6% | +53.3% | +37.6% |
| YTD | +43.6% | +26.8% | +16.8% | +36.2% |
| 1Y | +75.7% | +31.6% | +44.1% | +65.7% |
| 3Y | +60.0% | +156.5% | -96.5% | +33.5% |
| 5Y | +105.4% | +258.6% | -153.3% | +56.5% |
| All | +105.4% | +254.7% | -149.4% | +56.5% |
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