+198.3%
TSCO vs MPC
+1,165.7%
-967.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +0.1% | +9.4% | -9.4% | -1.3% |
| 30D | +8.7% | -13.4% | +22.1% | +10.7% |
| 3M | +1.2% | +18.9% | -17.6% | -1.8% |
| 6M | +21.6% | +64.9% | -43.4% | +11.8% |
| YTD | -25.3% | +156.8% | -182.1% | -36.5% |
| 1Y | -33.0% | +113.2% | -146.2% | -41.3% |
| 3Y | -2.3% | +201.8% | -204.1% | -20.6% |
| 5Y | -9.2% | +601.4% | -610.5% | -36.8% |
| All | +198.3% | +1,165.7% | -967.4% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling