-43.7%
TSCO vs MCO
-5.7%
-38.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -5.7% | -3.8% | -1.9% | -5.4% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +6.3% | +7.7% | -1.4% | +5.7% |
| 6M | -32.3% | +7.0% | -39.3% | -32.6% |
| YTD | -32.7% | -6.4% | -26.3% | -33.3% |
| 1Y | -43.7% | -7.6% | -36.0% | -45.8% |
| All | -43.7% | -5.7% | -38.0% | -45.8% |
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