-1.5%
MCD vs TSCO
-14.6%
+13.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -6.1% | +2.8% | -9.0% | -6.6% |
| 3M | -7.3% | +17.9% | -25.2% | -10.2% |
| 6M | -20.9% | -28.6% | +7.6% | -16.2% |
| YTD | -14.7% | -28.0% | +13.4% | -9.9% |
| 1Y | -16.1% | -39.9% | +23.7% | -8.7% |
| 3Y | -1.5% | -14.0% | +12.5% | +0.8% |
| All | -1.5% | -14.6% | +13.1% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling