-19.7%
TSCO vs MKC
-31.4%
+11.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | -8.8% | -3.1% | -5.6% | -7.9% |
| 3M | +6.3% | +5.2% | +1.1% | +4.5% |
| 6M | -32.3% | -12.8% | -19.4% | -29.9% |
| YTD | -32.7% | -23.3% | -9.4% | -28.1% |
| 1Y | -43.7% | -24.1% | -19.6% | -39.7% |
| 3Y | -19.7% | -32.1% | +12.4% | -18.4% |
| All | -19.7% | -31.4% | +11.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling