-18.2%
MDT vs TSCO
-11.8%
-6.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -3.4% | -5.7% | +2.3% | -2.3% |
| 30D | +0.2% | -8.8% | +9.0% | +2.0% |
| 3M | +14.3% | +6.3% | +7.9% | +12.7% |
| 6M | +4.0% | -32.3% | +36.3% | +11.9% |
| YTD | -3.7% | -32.7% | +29.0% | +3.5% |
| 1Y | -0.4% | -43.7% | +43.3% | +10.9% |
| 3Y | +23.3% | -19.7% | +43.0% | +25.7% |
| All | -18.2% | -11.8% | -6.4% | -15.6% |
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 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