+29.9%
MCHP vs TSCO
-28.6%
+58.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.2% |
| 7D | -5.4% | +15.7% | -21.1% | -5.2% |
| 30D | -7.5% | +16.4% | -24.0% | -7.4% |
| 3M | -6.0% | +11.2% | -17.3% | -6.0% |
| 6M | -20.1% | +14.9% | -35.0% | -19.5% |
| YTD | +20.2% | -25.4% | +45.7% | +33.2% |
| 1Y | +29.9% | -29.4% | +59.3% | +45.7% |
| All | +29.9% | -28.6% | +58.6% | +45.7% |
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