-40.9%
TSCO vs MKC
-23.4%
-17.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.8% | -5.9% | +6.7% | +2.8% |
| 30D | +5.5% | -0.9% | +6.3% | +5.7% |
| 3M | +20.0% | +12.7% | +7.2% | +14.9% |
| 6M | -29.8% | -19.3% | -10.5% | -26.4% |
| YTD | -28.7% | -22.2% | -6.5% | -24.9% |
| 1Y | -40.9% | -23.3% | -17.6% | -37.6% |
| All | -40.9% | -23.4% | -17.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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