+4,407.5%
MU vs TSCO
+198.9%
+4,208.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +12.8% | +0.3% | +12.5% | +12.6% |
| 30D | -14.9% | +11.3% | -26.2% | -18.6% |
| 3M | -18.0% | +1.5% | -19.5% | -19.4% |
| 6M | -3.1% | +24.0% | -27.1% | -12.7% |
| YTD | +172.9% | -25.7% | +198.6% | +198.2% |
| 1Y | +228.8% | -33.6% | +262.4% | +276.2% |
| 3Y | +950.8% | -1.5% | +952.4% | +884.4% |
| 5Y | +931.3% | -9.6% | +940.9% | +876.2% |
| All | +4,407.5% | +198.9% | +4,208.6% | +2,320.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling