+1,318.6%
TSCO vs MXL
+286.3%
+1,032.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.1% |
| 7D | -3.1% | +16.6% | -19.8% | -4.6% |
| 30D | -4.4% | +0.5% | -4.8% | -4.8% |
| 3M | +9.7% | -3.6% | +13.3% | +7.3% |
| 6M | -32.4% | +328.0% | -360.4% | -47.4% |
| YTD | -31.7% | +297.8% | -329.5% | -46.5% |
| 1Y | -41.3% | +339.4% | -380.7% | -55.0% |
| 3Y | -18.3% | +201.7% | -220.1% | -38.9% |
| 5Y | -10.3% | +32.8% | -43.0% | -27.5% |
| 10Y | +188.5% | +274.8% | -86.3% | +82.4% |
| All | +1,318.6% | +286.3% | +1,032.3% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling