+178.1%
MCD vs TXT
+97.6%
+80.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | -4.8% | +2.0% | -1.7% |
| 30D | -6.0% | -10.6% | +4.6% | -3.6% |
| 3M | -5.6% | -13.2% | +7.6% | -2.6% |
| 6M | -21.9% | -20.3% | -1.5% | -17.9% |
| YTD | -14.7% | -9.3% | -5.4% | -13.3% |
| 1Y | -17.3% | -2.7% | -14.6% | -17.4% |
| 3Y | -2.2% | +1.4% | -3.5% | -4.9% |
| 5Y | +20.3% | +9.6% | +10.7% | +12.8% |
| All | +178.1% | +97.6% | +80.5% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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