-39.6%
MULL vs CASY
-17.3%
-22.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +2.2% | +21.8% | +25.4% |
| 7D | -2.5% | +5.8% | -8.4% | +1.6% |
| 30D | -40.1% | +10.7% | -50.8% | -35.6% |
| 3M | -28.2% | -13.9% | -14.3% | -32.5% |
| 6M | -39.6% | -18.4% | -21.1% | -47.2% |
| All | -39.6% | -17.3% | -22.3% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling