-9.3%
MCD vs TXT
+1.6%
-10.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.4% |
| 3M | +0.6% | -5.0% | +5.6% | +1.2% |
| 6M | 0.0% | -8.4% | +8.4% | +1.0% |
| YTD | -9.3% | -4.0% | -5.3% | -10.8% |
| 1Y | -9.3% | +2.8% | -12.1% | -13.2% |
| All | -9.3% | +1.6% | -10.9% | -13.2% |
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 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