-3.2%
MCD vs TXT
+5.9%
-9.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.2% |
| 3M | +3.8% | -2.6% | +6.5% | +3.9% |
| 6M | +3.8% | -4.6% | +8.3% | +3.9% |
| YTD | -5.9% | -0.3% | -5.5% | -7.9% |
| 1Y | -3.2% | +5.9% | -9.1% | -8.0% |
| All | -3.2% | +5.9% | -9.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling