-3.1%
TSCO vs MLM
+41.9%
-45.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +0.8% | -2.9% | +3.7% | +1.9% |
| 30D | +5.5% | -6.8% | +12.3% | +8.2% |
| 3M | +20.0% | -11.2% | +31.2% | +24.8% |
| 6M | -29.8% | -21.8% | -8.0% | -23.2% |
| YTD | -28.7% | -17.0% | -11.7% | -24.2% |
| 1Y | -40.9% | -16.4% | -24.5% | -37.5% |
| 3Y | -15.9% | +14.5% | -30.4% | -23.3% |
| All | -3.1% | +41.9% | -45.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling