-41.1%
TSCO vs MP
-14.3%
-26.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -3.6% |
| 7D | -2.5% | -0.7% | -1.7% | -2.5% |
| 30D | -1.1% | -0.7% | -0.5% | -1.2% |
| 3M | +14.3% | 0.0% | +14.3% | +14.0% |
| 6M | -31.9% | -10.0% | -21.9% | -32.2% |
| YTD | -30.7% | +7.5% | -38.2% | -31.6% |
| 1Y | -41.1% | -14.0% | -27.1% | -41.6% |
| All | -41.1% | -14.3% | -26.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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