+1,330.3%
MULL vs CASY
+74.2%
+1,256.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +2.2% | +21.8% | +23.9% |
| 7D | -2.5% | +5.8% | -8.4% | -2.7% |
| 30D | -40.1% | +10.7% | -50.8% | -40.6% |
| 3M | -28.2% | -13.9% | -14.3% | -26.4% |
| 6M | -39.6% | -18.4% | -21.1% | -35.2% |
| YTD | +262.6% | +29.6% | +233.0% | +203.0% |
| 1Y | +366.2% | +32.8% | +333.4% | +279.2% |
| All | +1,330.3% | +74.2% | +1,256.1% | +807.8% |
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