+110.7%
MCK vs TXT
+7.0%
+103.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.1% |
| 30D | +0.4% | -8.9% | +9.3% | +1.1% |
| 3M | +12.1% | -13.6% | +25.7% | +13.2% |
| 6M | -5.4% | -13.1% | +7.7% | -4.6% |
| YTD | +7.8% | -7.0% | +14.8% | +8.2% |
| 1Y | +22.9% | -1.4% | +24.3% | +22.8% |
| 3Y | +110.7% | +7.0% | +103.8% | +105.8% |
| All | +110.7% | +7.0% | +103.7% | +105.8% |
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