-29.4%
TSCO vs MCO
+9.9%
-39.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.2% |
| 7D | +15.7% | +10.7% | +5.0% | +13.5% |
| 30D | +16.4% | +17.9% | -1.5% | +13.2% |
| 3M | +11.2% | +9.5% | +1.7% | +9.0% |
| 6M | +14.9% | +18.1% | -3.1% | +11.8% |
| YTD | -25.4% | +4.1% | -29.5% | -27.4% |
| 1Y | -29.4% | +9.3% | -38.7% | -33.1% |
| All | -29.4% | +9.9% | -39.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling