-37.1%
TSCO vs MDLN
-7.1%
-30.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -5.7% | -11.1% | +5.4% | -3.7% |
| 30D | -8.8% | -8.4% | -0.4% | -7.4% |
| 3M | +6.3% | -12.4% | +18.7% | +8.1% |
| 6M | -32.3% | -23.3% | -9.0% | -28.8% |
| YTD | -32.7% | -22.5% | -10.2% | -29.1% |
| All | -37.1% | -7.1% | -30.0% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling