+2,396.1%
MUU vs TSCO
-42.8%
+2,438.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -8.2% | -5.7% | -2.6% | -7.8% |
| 30D | +10.2% | -8.8% | +18.9% | +11.0% |
| 3M | -26.5% | +6.3% | -32.8% | -27.3% |
| 6M | +227.2% | -32.3% | +259.5% | +308.5% |
| YTD | +527.4% | -32.7% | +560.1% | +676.1% |
| 1Y | +1,843.7% | -43.7% | +1,887.3% | +2,654.5% |
| All | +2,396.1% | -42.8% | +2,438.9% | +3,073.5% |
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