-10.4%
TSCO vs MDY
+46.3%
-56.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -5.7% | -1.9% | -3.8% | -4.4% |
| 30D | -8.8% | -4.6% | -4.1% | -5.8% |
| 3M | +6.3% | -1.2% | +7.6% | +7.2% |
| 6M | -32.3% | +9.2% | -41.5% | -36.5% |
| YTD | -32.7% | +13.1% | -45.8% | -38.5% |
| 1Y | -43.7% | +13.0% | -56.7% | -48.6% |
| 3Y | -19.7% | +49.2% | -68.9% | -40.9% |
| All | -10.4% | +46.3% | -56.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling