-29.4%
TSCO vs MPC
+122.9%
-152.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.1% | +12.3% | +3.4% |
| 7D | +15.7% | -10.9% | +26.6% | +14.6% |
| 30D | +16.4% | -9.4% | +25.8% | +15.4% |
| 3M | +11.2% | +26.0% | -14.7% | +12.6% |
| 6M | +14.9% | +56.5% | -41.6% | +18.5% |
| YTD | -25.4% | +144.3% | -169.7% | -23.2% |
| 1Y | -29.4% | +117.2% | -146.6% | -26.1% |
| All | -29.4% | +122.9% | -152.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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