-40.9%
TSCO vs MLM
-15.9%
-25.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +0.8% | -2.9% | +3.7% | +1.6% |
| 30D | +5.5% | -6.8% | +12.3% | +7.4% |
| 3M | +20.0% | -11.2% | +31.2% | +23.1% |
| 6M | -29.8% | -21.8% | -8.0% | -24.7% |
| YTD | -28.7% | -17.0% | -11.7% | -25.5% |
| 1Y | -40.9% | -16.4% | -24.5% | -39.3% |
| All | -40.9% | -15.9% | -25.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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