+3,450.3%
MCD vs TSCO
+52,243.2%
-48,792.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.5% |
| 7D | -1.9% | +0.4% | -2.4% | -2.0% |
| 30D | +16.6% | +9.8% | +6.8% | +15.9% |
| 3M | +0.9% | +4.8% | -3.9% | +0.6% |
| 6M | +1.5% | +23.3% | -21.8% | +0.1% |
| YTD | -8.3% | -25.1% | +16.8% | -6.9% |
| 1Y | -8.1% | -32.7% | +24.6% | -6.1% |
| 3Y | +10.3% | -2.0% | +12.3% | +10.0% |
| 5Y | +23.4% | -7.8% | +31.2% | +23.1% |
| 10Y | +205.9% | +203.2% | +2.8% | +185.0% |
| All | +3,450.3% | +52,243.2% | -48,792.9% | +2,918.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling