-19.7%
TSCO vs MXL
+222.8%
-242.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.1% | -1.6% |
| 7D | -5.7% | +18.9% | -24.5% | -6.0% |
| 30D | -8.8% | +0.3% | -9.1% | -8.8% |
| 3M | +6.3% | -8.0% | +14.4% | +6.0% |
| 6M | -32.3% | +341.2% | -373.5% | -39.2% |
| YTD | -32.7% | +327.8% | -360.5% | -39.6% |
| 1Y | -43.7% | +364.9% | -408.6% | -50.1% |
| 3Y | -19.7% | +229.2% | -248.9% | -32.2% |
| All | -19.7% | +222.8% | -242.5% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling