+564.3%
TSCO vs MPC
+2,977.1%
-2,412.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +0.8% | +5.4% | -4.7% | -0.2% |
| 30D | +5.5% | +31.0% | -25.5% | +0.3% |
| 3M | +20.0% | +46.0% | -26.1% | +11.6% |
| 6M | -29.8% | +77.3% | -107.1% | -37.4% |
| YTD | -28.7% | +141.9% | -170.6% | -40.2% |
| 1Y | -40.9% | +120.9% | -161.8% | -49.8% |
| 3Y | -15.9% | +182.7% | -198.6% | -33.2% |
| 5Y | -3.5% | +646.4% | -649.9% | -37.9% |
| 10Y | +142.2% | +1,138.7% | -996.5% | +28.0% |
| All | +564.3% | +2,977.1% | -2,412.8% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling