+475.1%
MULL vs CASY
+32.1%
+442.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.4% | -15.2% | -13.3% |
| 7D | -35.9% | +0.8% | -36.7% | -35.7% |
| 30D | -47.3% | +9.4% | -56.8% | -46.0% |
| 3M | -30.6% | -20.6% | -10.0% | -33.9% |
| 6M | +13.7% | -20.7% | +34.4% | +17.9% |
| YTD | +272.1% | +22.5% | +249.6% | +361.1% |
| 1Y | +475.1% | +29.5% | +445.6% | +658.0% |
| All | +475.1% | +32.1% | +442.9% | +658.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling