+2,802.6%
MULL vs CASY
+51.2%
+2,751.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.3% | +12.1% | +11.7% |
| 7D | +17.3% | +0.1% | +17.2% | +17.4% |
| 30D | +23.5% | -11.3% | +34.8% | +20.6% |
| 3M | -24.0% | -0.6% | -23.3% | -23.5% |
| 6M | +276.7% | +10.7% | +266.0% | +291.5% |
| YTD | +565.1% | +37.1% | +527.9% | +648.9% |
| 1Y | +2,802.6% | +52.3% | +2,750.3% | +3,209.0% |
| All | +2,802.6% | +51.2% | +2,751.4% | +3,209.0% |
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