+2,581.4%
MULL vs CASY
+53.3%
+2,528.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -14.2% | +19.6% | +7.0% |
| 7D | +14.8% | -16.5% | +31.3% | +17.1% |
| 30D | +36.6% | -26.4% | +62.9% | +42.2% |
| 3M | -8.9% | -17.3% | +8.4% | -9.5% |
| 6M | +311.9% | -5.2% | +317.1% | +285.1% |
| YTD | +579.8% | +14.1% | +565.8% | +474.7% |
| 1Y | +2,421.5% | +16.6% | +2,404.9% | +1,969.7% |
| All | +2,581.4% | +53.3% | +2,528.1% | +1,621.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling