+181.2%
TSCO vs MTZ
+773.6%
-592.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -2.0% |
| 7D | -5.7% | +1.4% | -7.0% | -5.9% |
| 30D | -8.8% | -14.5% | +5.7% | -6.8% |
| 3M | +6.3% | -32.9% | +39.3% | +11.3% |
| 6M | -32.3% | -20.8% | -11.4% | -31.5% |
| YTD | -32.7% | +10.6% | -43.3% | -36.0% |
| 1Y | -43.7% | +27.1% | -70.8% | -47.9% |
| 3Y | -19.7% | +166.1% | -185.8% | -37.7% |
| 5Y | -11.6% | +170.7% | -182.3% | -33.5% |
| All | +181.2% | +773.6% | -592.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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