+3,203.4%
MCD vs TSCO
+49,750.0%
-46,546.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -6.0% | +5.5% | -11.5% | -6.3% |
| 3M | -5.6% | +20.0% | -25.5% | -6.6% |
| 6M | -21.9% | -29.8% | +7.9% | -20.3% |
| YTD | -14.7% | -28.7% | +14.0% | -13.1% |
| 1Y | -17.3% | -40.9% | +23.6% | -14.8% |
| 3Y | -2.2% | -15.9% | +13.8% | -1.6% |
| 5Y | +20.3% | -3.5% | +23.8% | +19.7% |
| 10Y | +180.7% | +142.2% | +38.5% | +164.2% |
| All | +3,203.4% | +49,750.0% | -46,546.6% | +2,717.3% |
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