+19.1%
MCD vs TSCO
-8.1%
+27.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | -0.2% |
| 7D | -2.9% | -2.5% | -0.4% | -2.4% |
| 30D | -6.7% | -1.1% | -5.6% | -6.6% |
| 3M | -9.6% | +14.3% | -23.8% | -12.0% |
| 6M | -22.3% | -31.9% | +9.6% | -16.8% |
| YTD | -15.4% | -30.7% | +15.2% | -10.0% |
| 1Y | -16.8% | -41.1% | +24.3% | -8.8% |
| 3Y | -2.4% | -17.1% | +14.7% | -0.8% |
| All | +19.1% | -8.1% | +27.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling