-38.5%
TSCO vs MULL
+2,337.2%
-2,375.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -5.7% | -8.4% | +2.8% | -5.6% |
| 30D | -8.8% | +9.7% | -18.5% | -8.8% |
| 3M | +6.3% | -26.8% | +33.1% | +6.3% |
| 6M | -32.3% | +220.7% | -253.0% | -34.8% |
| YTD | -32.7% | +509.0% | -541.7% | -37.1% |
| 1Y | -43.7% | +1,739.5% | -1,783.2% | -50.4% |
| All | -38.5% | +2,337.2% | -2,375.6% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling