+48,339.6%
TSCO vs MTB
+3,647.6%
+44,692.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | +1.1% | -3.5% | -2.8% |
| 30D | -1.1% | -4.6% | +3.5% | +0.3% |
| 3M | +14.3% | +6.3% | +8.0% | +12.1% |
| 6M | -31.9% | +15.6% | -47.5% | -34.9% |
| YTD | -30.7% | +20.6% | -51.2% | -34.8% |
| 1Y | -41.1% | +22.5% | -63.6% | -44.9% |
| 3Y | -17.1% | +114.4% | -131.6% | -35.9% |
| 5Y | -7.5% | +101.9% | -109.4% | -29.4% |
| 10Y | +192.6% | +170.4% | +22.2% | +85.5% |
| All | +48,339.6% | +3,647.6% | +44,692.0% | +94,939.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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