+6,434.3%
MCD vs TXT
+2,259.2%
+4,175.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +16.6% | +13.4% | +3.2% | +13.8% |
| 3M | +0.9% | -2.5% | +3.5% | +1.3% |
| 6M | +1.5% | -6.2% | +7.7% | +2.3% |
| YTD | -8.3% | -1.3% | -7.0% | -8.6% |
| 1Y | -8.1% | +4.3% | -12.5% | -9.4% |
| 3Y | +10.3% | +13.2% | -2.9% | +5.9% |
| 5Y | +23.4% | +12.4% | +11.0% | +17.4% |
| 10Y | +205.9% | +94.8% | +111.2% | +150.3% |
| All | +6,434.3% | +2,259.2% | +4,175.1% | +2,236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling