+232.2%
TSCO vs MDB
+1,032.9%
-800.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.9% |
| 7D | -3.1% | -2.8% | -0.4% | -2.9% |
| 30D | -4.4% | -14.9% | +10.5% | -2.9% |
| 3M | +9.7% | +7.3% | +2.3% | +8.1% |
| 6M | -32.4% | +38.2% | -70.6% | -35.7% |
| YTD | -31.7% | -10.9% | -20.7% | -32.1% |
| 1Y | -41.3% | +11.6% | -52.9% | -43.5% |
| 3Y | -18.3% | -0.9% | -17.4% | -23.9% |
| 5Y | -10.3% | -23.5% | +13.3% | -19.4% |
| All | +232.2% | +1,032.9% | -800.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling