-40.9%
TSCO vs MXL
+316.6%
-357.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.3% |
| 7D | +0.8% | +1.6% | -0.9% | +0.8% |
| 30D | +5.5% | -7.0% | +12.4% | +5.3% |
| 3M | +20.0% | -33.4% | +53.4% | +19.3% |
| 6M | -29.8% | +260.2% | -290.0% | -31.4% |
| YTD | -28.7% | +260.0% | -288.6% | -30.6% |
| 1Y | -40.9% | +303.5% | -344.4% | -43.2% |
| All | -40.9% | +316.6% | -357.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling