+7,751.6%
MCHP vs TSCO
+46,929.1%
-39,177.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.9% |
| 7D | 0.0% | -5.7% | +5.7% | +0.8% |
| 30D | -6.0% | -8.8% | +2.7% | -5.0% |
| 3M | -19.7% | +6.3% | -26.0% | -20.5% |
| 6M | +14.0% | -32.3% | +46.3% | +19.3% |
| YTD | +18.4% | -32.7% | +51.1% | +23.9% |
| 1Y | +17.1% | -43.7% | +60.8% | +25.4% |
| 3Y | +0.7% | -19.7% | +20.4% | +2.9% |
| 5Y | +5.1% | -11.6% | +16.7% | +6.1% |
| 10Y | +206.3% | +184.1% | +22.2% | +170.5% |
| All | +7,751.6% | +46,929.1% | -39,177.5% | +5,059.6% |
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