+2,292.3%
MULL vs CASY
+43.1%
+2,249.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -3.7% |
| 7D | +14.0% | -4.4% | +18.3% | +12.8% |
| 30D | +24.8% | -12.0% | +36.9% | +21.4% |
| 3M | -16.1% | -2.3% | -13.8% | -16.2% |
| 6M | +330.9% | +10.5% | +320.4% | +355.1% |
| YTD | +545.0% | +33.0% | +512.0% | +649.6% |
| All | +2,292.3% | +43.1% | +2,249.2% | +2,858.3% |
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