-21.0%
MDLN vs TXT
-8.3%
-12.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -11.5% | -0.2% | -11.3% | -11.4% |
| 30D | -7.6% | -10.2% | +2.7% | -3.9% |
| 3M | -11.4% | -13.3% | +1.9% | -7.3% |
| 6M | -24.5% | -14.4% | -10.1% | -20.8% |
| YTD | -22.9% | -9.1% | -13.8% | -19.9% |
| All | -21.0% | -8.3% | -12.7% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling