+2,523.1%
MULL vs CASY
+84.3%
+2,438.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.3% | +12.1% | +11.9% |
| 7D | +17.3% | +0.1% | +17.2% | +17.2% |
| 30D | +23.5% | -11.3% | +34.8% | +25.9% |
| 3M | -24.0% | -0.6% | -23.3% | -26.1% |
| 6M | +276.7% | +10.7% | +266.0% | +250.4% |
| YTD | +565.1% | +37.1% | +527.9% | +450.9% |
| 1Y | +2,802.6% | +52.3% | +2,750.3% | +2,081.7% |
| All | +2,523.1% | +84.3% | +2,438.8% | +1,550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling