+1,053.2%
MULL vs CASY
+70.4%
+982.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.5% |
| 7D | -32.2% | +5.0% | -37.2% | -32.3% |
| 30D | -55.4% | +8.2% | -63.6% | -55.7% |
| 3M | -41.3% | -18.2% | -23.1% | -39.5% |
| 6M | -44.9% | -18.6% | -26.3% | -41.6% |
| YTD | +192.4% | +26.8% | +165.6% | +144.5% |
| 1Y | +239.4% | +31.6% | +207.8% | +173.3% |
| All | +1,053.2% | +70.4% | +982.8% | +632.5% |
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 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