+193.4%
MCD vs TSCO
+198.9%
-5.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +14.1% | +11.3% | +2.8% | +11.4% |
| 3M | +0.6% | +1.5% | -0.9% | +0.1% |
| 6M | 0.0% | +24.0% | -23.9% | -5.0% |
| YTD | -9.3% | -25.7% | +16.4% | -4.0% |
| 1Y | -9.3% | -33.6% | +24.3% | -1.7% |
| 3Y | +8.6% | -1.5% | +10.1% | +6.1% |
| 5Y | +21.9% | -9.6% | +31.5% | +19.4% |
| All | +193.4% | +198.9% | -5.4% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling