+56.4%
MCD vs TXG
+20.5%
+35.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.7% | -8.0% | +1.4% |
| 7D | +5.9% | +5.5% | +0.4% | +5.7% |
| 30D | +19.6% | -19.3% | +39.0% | +20.4% |
| 3M | +3.3% | +25.0% | -21.8% | +1.8% |
| 6M | +3.5% | +201.2% | -197.7% | -2.4% |
| YTD | -6.1% | +298.8% | -304.9% | -13.0% |
| 1Y | -3.7% | +326.6% | -330.2% | -11.2% |
| 3Y | +13.4% | +78.3% | -65.0% | +7.8% |
| 5Y | +25.2% | -61.3% | +86.5% | +30.5% |
| All | +56.4% | +20.5% | +35.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling