-17.3%
TSCO vs MDB
-6.2%
-11.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.7% |
| 7D | -2.5% | -4.5% | +2.1% | -2.2% |
| 30D | -1.1% | -14.0% | +12.9% | -0.3% |
| 3M | +14.3% | +5.3% | +8.9% | +13.5% |
| 6M | -31.9% | +31.9% | -63.8% | -33.4% |
| YTD | -30.7% | -14.6% | -16.1% | -30.6% |
| 1Y | -41.1% | +8.2% | -49.3% | -42.1% |
| All | -17.3% | -6.2% | -11.1% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling