+15,579.8%
TSCO vs MAR
+2,460.4%
+13,119.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -1.1% | -4.7% | +3.6% | +0.4% |
| 3M | +14.3% | -15.6% | +29.9% | +20.2% |
| 6M | -31.9% | +1.2% | -33.1% | -32.4% |
| YTD | -30.7% | +7.5% | -38.2% | -32.8% |
| 1Y | -41.1% | +26.6% | -67.7% | -45.9% |
| 3Y | -17.1% | +66.0% | -83.1% | -31.2% |
| 5Y | -7.5% | +154.1% | -161.6% | -34.5% |
| 10Y | +192.6% | +441.9% | -249.3% | +42.1% |
| All | +15,579.8% | +2,460.4% | +13,119.4% | +4,021.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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