-1.6%
MDLN vs TXT
+0.4%
-2.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.3% | +19.6% | +18.6% |
| 7D | +24.7% | +10.6% | +14.0% | +21.4% |
| 30D | +12.7% | +14.4% | -1.7% | +8.6% |
| 3M | -4.0% | -2.7% | -1.3% | -2.2% |
| 6M | -8.7% | -4.7% | -4.0% | -6.9% |
| YTD | -3.9% | -0.5% | -3.4% | -2.5% |
| All | -1.6% | +0.4% | -2.0% | -0.1% |
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