+46,929.1%
TSCO vs MTZ
+7,234.5%
+39,694.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -1.9% |
| 7D | -5.7% | +1.4% | -7.0% | -5.8% |
| 30D | -8.8% | -14.5% | +5.7% | -7.3% |
| 3M | +6.3% | -32.9% | +39.3% | +10.1% |
| 6M | -32.3% | -20.8% | -11.4% | -31.5% |
| YTD | -32.7% | +10.6% | -43.3% | -34.7% |
| 1Y | -43.7% | +27.1% | -70.8% | -46.3% |
| 3Y | -19.7% | +166.1% | -185.8% | -31.5% |
| 5Y | -11.6% | +170.7% | -182.3% | -25.8% |
| 10Y | +184.1% | +752.2% | -568.1% | +101.9% |
| All | +46,929.1% | +7,234.5% | +39,694.6% | +27,273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling