+177.5%
MCD vs TSCO
+190.2%
-12.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.9% |
| 30D | -7.0% | -4.4% | -2.7% | -6.2% |
| 3M | -9.8% | +9.7% | -19.5% | -11.8% |
| 6M | -21.8% | -32.4% | +10.6% | -15.2% |
| YTD | -15.6% | -31.7% | +16.1% | -8.9% |
| 1Y | -15.2% | -41.3% | +26.1% | -5.5% |
| 3Y | -2.6% | -18.3% | +15.7% | -0.7% |
| 5Y | +18.9% | -10.3% | +29.1% | +16.4% |
| All | +177.5% | +190.2% | -12.6% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSCO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling