+19.9%
MDT vs TXT
+9.2%
+10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.3% |
| 7D | +10.7% | +10.6% | +0.1% | +8.9% |
| 30D | +19.3% | +14.4% | +4.9% | +16.7% |
| 3M | +22.8% | -2.7% | +25.5% | +22.4% |
| 6M | +36.4% | -4.7% | +41.0% | +35.7% |
| YTD | +12.1% | -0.5% | +12.6% | +9.9% |
| 1Y | +19.9% | +8.7% | +11.2% | +11.4% |
| All | +19.9% | +9.2% | +10.8% | +11.4% |
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 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