+2,423.9%
MUU vs TSCO
-41.9%
+2,465.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -9.2% |
| 7D | +3.6% | -3.1% | +6.7% | +3.8% |
| 30D | +22.3% | -4.4% | +26.7% | +22.6% |
| 3M | -8.2% | +9.7% | -17.9% | -9.5% |
| 6M | +256.3% | -32.4% | +288.8% | +349.3% |
| YTD | +534.4% | -31.7% | +566.1% | +683.7% |
| 1Y | +2,163.5% | -41.3% | +2,204.8% | +3,035.5% |
| All | +2,423.9% | -41.9% | +2,465.8% | +3,104.7% |
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