+211.3%
MCD vs TXT
+115.3%
+95.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.5% | +1.3% |
| 7D | +5.9% | -3.5% | +9.5% | +6.8% |
| 30D | +19.6% | +15.2% | +4.5% | +15.6% |
| 3M | +3.3% | -4.5% | +7.7% | +4.2% |
| 6M | +3.5% | -6.1% | +9.6% | +4.5% |
| YTD | -6.1% | -2.0% | -4.2% | -6.5% |
| 1Y | -3.7% | +4.2% | -7.9% | -5.4% |
| 3Y | +13.4% | +14.4% | -1.0% | +6.9% |
| 5Y | +25.2% | +12.3% | +12.8% | +16.6% |
| 10Y | +211.3% | +101.8% | +109.4% | +134.2% |
| All | +211.3% | +115.3% | +95.9% | +134.2% |
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