+3,775.4%
MRK vs CASY
+33,553.3%
-29,777.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +2.3% | +5.0% | -2.6% | +1.6% |
| 30D | +1.7% | +8.2% | -6.5% | +0.5% |
| 3M | +13.8% | -18.2% | +31.9% | +16.7% |
| 6M | +34.7% | -18.6% | +53.3% | +37.6% |
| YTD | +43.6% | +26.8% | +16.8% | +37.1% |
| 1Y | +75.7% | +31.6% | +44.1% | +66.7% |
| 3Y | +60.0% | +156.5% | -96.5% | +35.9% |
| 5Y | +105.4% | +258.6% | -153.3% | +64.7% |
| 10Y | +224.1% | +550.3% | -326.1% | +133.6% |
| All | +3,775.4% | +33,553.3% | -29,777.9% | +1,564.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling