+227.5%
TSCO vs MLM
+167.5%
+60.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | +5.9% | -3.8% | +9.8% | +7.1% |
| 30D | +11.0% | +11.0% | 0.0% | +7.8% |
| 3M | +9.0% | -3.1% | +12.0% | +9.8% |
| 6M | +23.9% | -9.8% | +33.7% | +26.8% |
| YTD | -23.7% | -14.4% | -9.4% | -20.9% |
| 1Y | -29.4% | -12.6% | -16.9% | -27.2% |
| 3Y | +1.6% | +19.7% | -18.2% | -4.7% |
| 5Y | -7.1% | +29.8% | -36.9% | -16.3% |
| 10Y | +227.5% | +153.5% | +74.0% | +149.0% |
| All | +227.5% | +167.5% | +60.1% | +149.0% |
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