+2,444.0%
MULL vs CASY
+78.8%
+2,365.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.5% |
| 7D | +14.0% | -4.4% | +18.3% | +14.8% |
| 30D | +24.8% | -12.0% | +36.9% | +27.4% |
| 3M | -16.1% | -2.3% | -13.8% | -18.5% |
| 6M | +330.9% | +10.5% | +320.4% | +296.7% |
| YTD | +545.0% | +33.0% | +512.0% | +436.9% |
| 1Y | +2,427.1% | +41.1% | +2,386.0% | +1,881.5% |
| All | +2,444.0% | +78.8% | +2,365.2% | +1,508.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling