-19.7%
TSCO vs MCO
+42.6%
-62.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | -5.7% | -3.8% | -1.9% | -4.7% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +6.3% | +7.7% | -1.4% | +3.8% |
| 6M | -32.3% | +7.0% | -39.3% | -33.8% |
| YTD | -32.7% | -6.4% | -26.3% | -31.9% |
| 1Y | -43.7% | -7.6% | -36.0% | -42.8% |
| 3Y | -19.7% | +43.2% | -62.9% | -35.4% |
| All | -19.7% | +42.6% | -62.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling