+49.6%
TSCO vs MP
+450.8%
-401.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +0.8% | -2.9% | +3.6% | +1.0% |
| 30D | +5.5% | +13.8% | -8.4% | +4.4% |
| 3M | +20.0% | -16.7% | +36.7% | +21.0% |
| 6M | -29.8% | -11.5% | -18.3% | -29.9% |
| YTD | -28.7% | +7.9% | -36.6% | -30.1% |
| 1Y | -40.9% | -15.0% | -25.9% | -41.5% |
| 3Y | -15.9% | +153.5% | -169.4% | -28.2% |
| 5Y | -3.5% | +58.7% | -62.1% | -15.4% |
| All | +49.6% | +450.8% | -401.2% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling