-32.4%
TSCO vs MXL
+333.1%
-365.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.5% |
| 7D | -3.1% | +16.6% | -19.8% | -2.5% |
| 30D | -4.4% | +0.5% | -4.8% | -4.2% |
| 3M | +9.7% | -3.6% | +13.3% | +10.5% |
| 6M | -32.4% | +328.0% | -360.4% | -37.6% |
| All | -32.4% | +333.1% | -365.5% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling