+10.5%
MCD vs TXT
+7.8%
+2.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | +7.1% | -2.5% | +9.6% | +7.5% |
| 30D | +19.8% | +14.4% | +5.4% | +17.2% |
| 3M | +0.8% | -4.9% | +5.7% | +1.4% |
| 6M | -1.3% | -10.2% | +8.9% | -0.1% |
| YTD | -7.8% | -4.1% | -3.7% | -7.7% |
| 1Y | -5.0% | +4.0% | -8.9% | -6.0% |
| 3Y | +10.5% | +8.0% | +2.6% | +5.6% |
| All | +10.5% | +7.8% | +2.7% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling