-19.7%
TSCO vs MDY
+48.5%
-68.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -5.7% | -1.9% | -3.8% | -4.5% |
| 30D | -8.8% | -4.6% | -4.1% | -6.0% |
| 3M | +6.3% | -1.2% | +7.6% | +7.1% |
| 6M | -32.3% | +9.2% | -41.5% | -36.2% |
| YTD | -32.7% | +13.1% | -45.8% | -38.2% |
| 1Y | -43.7% | +13.0% | -56.7% | -48.3% |
| 3Y | -19.7% | +49.2% | -68.9% | -43.0% |
| All | -19.7% | +48.5% | -68.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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