-15.2%
MCD vs TSCO
-41.6%
+26.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | -9.8% | +9.7% | -19.5% | -11.7% |
| 6M | -21.8% | -32.4% | +10.6% | -14.5% |
| YTD | -15.6% | -31.7% | +16.1% | -9.3% |
| 1Y | -15.2% | -41.3% | +26.1% | -5.7% |
| All | -15.2% | -41.6% | +26.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling