+20.4%
MCD vs TXG
-65.4%
+85.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -2.0% | +9.4% | -11.4% | -2.2% |
| 30D | -6.1% | +26.1% | -32.2% | -6.7% |
| 3M | -7.3% | +124.8% | -132.1% | -9.5% |
| 6M | -20.9% | +215.2% | -236.2% | -23.7% |
| YTD | -14.7% | +302.2% | -316.9% | -18.4% |
| 1Y | -16.1% | +370.9% | -387.0% | -20.4% |
| 3Y | -1.5% | +38.5% | -40.0% | -2.8% |
| 5Y | +20.4% | -64.4% | +84.8% | +20.8% |
| All | +20.4% | -65.4% | +85.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling