+193.4%
MCD vs TXT
+89.4%
+104.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +14.1% | +13.3% | +0.8% | +10.7% |
| 3M | +0.6% | -5.0% | +5.6% | +1.6% |
| 6M | 0.0% | -8.4% | +8.4% | +1.6% |
| YTD | -9.3% | -4.0% | -5.3% | -9.2% |
| 1Y | -9.3% | +2.8% | -12.1% | -10.7% |
| 3Y | +8.6% | +10.3% | -1.7% | +3.4% |
| 5Y | +21.9% | +9.2% | +12.7% | +14.4% |
| All | +193.4% | +89.4% | +104.0% | +120.1% |
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