-39.9%
TSCO vs MLM
-17.1%
-22.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.6% |
| 3M | +17.9% | -7.4% | +25.3% | +19.5% |
| 6M | -28.6% | -15.8% | -12.8% | -24.8% |
| YTD | -28.0% | -17.4% | -10.6% | -24.7% |
| 1Y | -39.9% | -17.9% | -22.0% | -37.7% |
| All | -39.9% | -17.1% | -22.8% | -37.7% |
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