+40.9%
MCD vs TXG
+24.6%
+16.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | -2.9% | +9.1% | -12.0% | -3.2% |
| 30D | -6.7% | +14.9% | -21.6% | -7.3% |
| 3M | -9.6% | +120.0% | -129.5% | -13.0% |
| 6M | -22.3% | +221.8% | -244.1% | -26.8% |
| YTD | -15.4% | +312.6% | -328.0% | -21.4% |
| 1Y | -16.8% | +398.4% | -415.2% | -23.8% |
| 3Y | -2.4% | +42.1% | -44.5% | -5.4% |
| 5Y | +19.4% | -63.5% | +82.8% | +25.6% |
| All | +40.9% | +24.6% | +16.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling