+45.4%
MRK vs TSCO
-19.8%
+65.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -4.3% | -5.7% | +1.4% | -3.2% |
| 30D | +8.3% | -8.8% | +17.0% | +10.1% |
| 3M | +20.0% | +6.3% | +13.7% | +18.5% |
| 6M | +25.7% | -32.3% | +57.9% | +35.3% |
| YTD | +38.7% | -32.7% | +71.4% | +49.3% |
| 1Y | +74.7% | -43.7% | +118.4% | +93.8% |
| 3Y | +45.4% | -19.7% | +65.0% | +53.8% |
| All | +45.4% | -19.8% | +65.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling