+199.5%
TSCO vs MLM
+204.6%
-5.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +2.8% | -6.5% | +9.3% | +4.7% |
| 3M | +17.9% | -7.4% | +25.3% | +20.0% |
| 6M | -28.6% | -15.8% | -12.8% | -25.4% |
| YTD | -28.0% | -17.4% | -10.6% | -24.6% |
| 1Y | -39.9% | -17.9% | -22.0% | -36.9% |
| 3Y | -14.0% | +18.9% | -32.9% | -19.2% |
| 5Y | -2.9% | +43.4% | -46.4% | -14.2% |
| 10Y | +199.5% | +206.2% | -6.7% | +118.9% |
| All | +199.5% | +204.6% | -5.1% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling