+22.6%
MCD vs TXT
+10.3%
+12.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +16.0% | +13.3% | +2.8% | +13.0% |
| 3M | 0.0% | -5.1% | +5.1% | +0.8% |
| 6M | +0.9% | -7.1% | +8.1% | +2.0% |
| YTD | -8.7% | -3.2% | -5.5% | -8.8% |
| 1Y | -8.6% | +2.3% | -10.9% | -9.7% |
| 3Y | +9.9% | +11.1% | -1.2% | +4.4% |
| 5Y | +22.6% | +10.0% | +12.6% | +16.4% |
| All | +22.6% | +10.3% | +12.3% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling