+25.4%
MXL vs CASY
+290.4%
-265.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.0% | +9.0% | +7.0% |
| 7D | +15.5% | -4.4% | +19.8% | +17.1% |
| 30D | -11.3% | -12.0% | +0.7% | -7.5% |
| 3M | -16.1% | -2.3% | -13.8% | -17.6% |
| 6M | +323.0% | +10.5% | +312.5% | +296.6% |
| YTD | +281.5% | +33.0% | +248.5% | +232.0% |
| 1Y | +319.3% | +41.1% | +278.2% | +253.2% |
| 3Y | +189.4% | +207.5% | -18.1% | +62.1% |
| All | +25.4% | +290.4% | -265.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling