+235.5%
MXL vs CASY
+2,656.4%
-2,420.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +1.6% | +0.1% | +1.6% | +1.5% |
| 30D | -7.0% | -11.3% | +4.3% | -2.1% |
| 3M | -33.4% | -0.6% | -32.8% | -35.1% |
| 6M | +260.2% | +10.7% | +249.4% | +234.7% |
| YTD | +260.0% | +37.1% | +222.8% | +201.5% |
| 1Y | +303.5% | +52.3% | +251.2% | +218.4% |
| 3Y | +160.4% | +215.2% | -54.7% | +37.8% |
| 5Y | +14.7% | +276.5% | -261.8% | -45.2% |
| 10Y | +215.6% | +508.4% | -292.8% | +13.5% |
| All | +235.5% | +2,656.4% | -2,420.9% | -41.9% |
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