+213.3%
MCD vs TXT
+103.6%
+109.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +7.3% | -1.1% | +8.3% | +7.5% |
| 30D | +20.0% | +17.1% | +2.9% | +15.4% |
| 3M | +3.8% | -2.6% | +6.5% | +4.3% |
| 6M | +3.8% | -4.6% | +8.3% | +4.4% |
| YTD | -5.9% | -0.3% | -5.5% | -6.6% |
| 1Y | -3.2% | +5.9% | -9.1% | -5.4% |
| 3Y | +13.3% | +14.4% | -1.1% | +6.9% |
| 5Y | +25.2% | +15.9% | +9.4% | +15.8% |
| 10Y | +213.3% | +99.6% | +113.8% | +132.7% |
| All | +213.3% | +103.6% | +109.7% | +132.7% |
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