+12,514.7%
TSCO vs MCO
+7,284.8%
+5,229.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -3.1% | -7.3% | +4.2% | -0.8% |
| 30D | -4.4% | -1.7% | -2.7% | -3.9% |
| 3M | +9.7% | +3.9% | +5.8% | +8.0% |
| 6M | -32.4% | +3.8% | -36.2% | -33.5% |
| YTD | -31.7% | -7.9% | -23.8% | -30.7% |
| 1Y | -41.3% | -6.8% | -34.4% | -40.8% |
| 3Y | -18.3% | +40.9% | -59.2% | -28.5% |
| 5Y | -10.3% | +27.5% | -37.7% | -20.1% |
| 10Y | +188.5% | +381.4% | -192.9% | +65.1% |
| All | +12,514.7% | +7,284.8% | +5,229.9% | +3,525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling