+47,655.7%
TSCO vs MKC
+1,678.7%
+45,977.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -4.4% | -3.4% | -1.0% | -3.4% |
| 3M | +9.7% | +3.8% | +5.9% | +8.3% |
| 6M | -32.4% | -17.9% | -14.5% | -28.7% |
| YTD | -31.7% | -23.6% | -8.0% | -26.5% |
| 1Y | -41.3% | -23.1% | -18.2% | -37.1% |
| 3Y | -18.3% | -31.5% | +13.2% | -10.6% |
| 5Y | -10.3% | -33.1% | +22.8% | -1.8% |
| 10Y | +188.5% | +29.3% | +159.2% | +158.7% |
| All | +47,655.7% | +1,678.7% | +45,977.0% | +27,401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling