+1,827.8%
TSCO vs MUB
+76.3%
+1,751.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +2.8% | -1.5% | +4.4% | +3.0% |
| 3M | +17.9% | -1.9% | +19.8% | +18.2% |
| 6M | -28.6% | -1.7% | -26.9% | -28.4% |
| YTD | -28.0% | -0.8% | -27.3% | -28.0% |
| 1Y | -39.9% | +1.5% | -41.3% | -39.9% |
| 3Y | -14.0% | +8.8% | -22.8% | -14.6% |
| 5Y | -2.9% | +2.0% | -4.9% | -3.7% |
| 10Y | +199.5% | +18.0% | +181.5% | +202.5% |
| All | +1,827.8% | +76.3% | +1,751.5% | +1,914.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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