+249.7%
TSCO vs MDB
+978.8%
-729.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.2% |
| 7D | +1.7% | -18.0% | +19.7% | +3.8% |
| 30D | +2.8% | -10.7% | +13.5% | +3.8% |
| 3M | +17.9% | +1.0% | +16.9% | +17.0% |
| 6M | -28.6% | +31.6% | -60.2% | -31.7% |
| YTD | -28.0% | -15.2% | -12.9% | -28.1% |
| 1Y | -39.9% | +10.1% | -50.0% | -42.1% |
| 3Y | -14.0% | -5.6% | -8.4% | -19.4% |
| 5Y | -2.9% | -24.5% | +21.6% | -12.7% |
| All | +249.7% | +978.8% | -729.1% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling