-33.3%
TSCO vs MDLN
+4.5%
-37.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | +3.7% | -2.9% | +0.1% |
| 30D | +5.5% | -0.2% | +5.7% | +5.3% |
| 3M | +20.0% | +6.2% | +13.7% | +17.9% |
| 6M | -29.8% | -14.7% | -15.1% | -27.7% |
| YTD | -28.7% | -12.9% | -15.8% | -26.4% |
| All | -33.3% | +4.5% | -37.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling