+1,082.9%
MULL vs CASY
+68.9%
+1,014.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.7% | +11.7% | +12.3% |
| 7D | -27.1% | +3.6% | -30.7% | -27.2% |
| 30D | -54.2% | +7.2% | -61.4% | -54.6% |
| 3M | -42.0% | -16.9% | -25.0% | -40.5% |
| 6M | -43.5% | -19.3% | -24.1% | -40.1% |
| YTD | +199.9% | +25.6% | +174.3% | +150.8% |
| 1Y | +292.8% | +30.2% | +262.7% | +216.8% |
| All | +1,082.9% | +68.9% | +1,014.1% | +651.4% |
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