-12.1%
MXL vs CASY
+265.4%
-277.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.1% | +10.8% |
| 7D | +5.5% | +5.8% | -0.4% | +3.9% |
| 30D | -32.6% | +10.7% | -43.3% | -34.6% |
| 3M | -13.1% | -13.9% | +0.7% | -9.7% |
| 6M | -41.4% | -18.4% | -22.9% | -38.6% |
| YTD | +243.9% | +29.6% | +214.3% | +199.9% |
| 1Y | +305.1% | +32.8% | +272.3% | +248.4% |
| 3Y | +260.1% | +162.3% | +97.8% | +120.9% |
| 5Y | -12.1% | +265.0% | -277.1% | -56.7% |
| All | -12.1% | +265.4% | -277.5% | -56.7% |
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