-9.9%
TSCO vs MLM
+23.5%
-33.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +7.1% | -4.1% | +11.2% | +8.9% |
| 30D | +11.8% | +8.2% | +3.6% | +8.4% |
| 3M | +7.4% | -3.6% | +10.9% | +8.7% |
| 6M | +13.4% | -15.6% | +29.0% | +20.3% |
| YTD | -25.9% | -16.4% | -9.5% | -21.4% |
| 1Y | -29.9% | -14.3% | -15.6% | -26.5% |
| 3Y | -3.4% | +19.3% | -22.7% | -13.5% |
| All | -9.9% | +23.5% | -33.5% | -23.7% |
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 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