+13.4%
MCD vs TXG
+70.4%
-57.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -8.0% | +1.8% |
| 7D | +5.9% | +5.5% | +0.4% | +6.0% |
| 30D | +19.6% | -19.3% | +39.0% | +19.6% |
| 3M | +3.3% | +25.0% | -21.8% | +3.2% |
| 6M | +3.5% | +201.2% | -197.7% | +2.5% |
| YTD | -6.1% | +298.8% | -304.9% | -7.3% |
| 1Y | -3.7% | +326.6% | -330.2% | -5.0% |
| 3Y | +13.4% | +78.3% | -65.0% | +15.7% |
| All | +13.4% | +70.4% | -57.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling