-2.9%
TSCO vs MPC
+655.4%
-658.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.6% |
| 7D | +1.7% | +3.9% | -2.2% | +1.2% |
| 30D | +2.8% | +33.8% | -30.9% | -0.8% |
| 3M | +17.9% | +49.9% | -32.0% | +12.0% |
| 6M | -28.6% | +80.9% | -109.5% | -34.1% |
| YTD | -28.0% | +147.4% | -175.5% | -37.0% |
| 1Y | -39.9% | +123.2% | -163.1% | -46.6% |
| 3Y | -14.0% | +171.7% | -185.7% | -27.9% |
| 5Y | -2.9% | +678.6% | -681.5% | -27.7% |
| All | -2.9% | +655.4% | -658.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling