+163.7%
MXL vs CASY
+555.0%
-391.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | +13.4% | +3.6% | +9.9% | +12.0% |
| 30D | -29.2% | +9.1% | -38.3% | -31.9% |
| 3M | -27.2% | -16.5% | -10.7% | -23.1% |
| 6M | -36.4% | -19.7% | -16.7% | -33.0% |
| YTD | +220.0% | +29.3% | +190.8% | +170.2% |
| 1Y | +304.8% | +33.1% | +271.7% | +235.6% |
| 3Y | +238.5% | +158.5% | +79.9% | +94.6% |
| 5Y | -18.8% | +266.7% | -285.5% | -61.9% |
| All | +163.7% | +555.0% | -391.3% | -2.4% |
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 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