+274.2%
MXL vs CASY
+464.4%
-190.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +16.6% | -17.2% | +33.9% | +24.7% |
| 30D | +0.5% | -24.4% | +24.8% | +11.6% |
| 3M | -3.6% | -31.4% | +27.8% | +10.9% |
| 6M | +328.0% | -8.9% | +336.9% | +326.9% |
| YTD | +297.8% | +13.8% | +284.0% | +256.9% |
| 1Y | +339.4% | +17.0% | +322.5% | +286.1% |
| 3Y | +201.7% | +163.1% | +38.6% | +69.2% |
| 5Y | +32.8% | +239.0% | -206.2% | -35.7% |
| All | +274.2% | +464.4% | -190.2% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling