+38.0%
MDT vs TXT
+103.1%
-65.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +1.0% | -10.2% | +11.3% | +4.5% |
| 3M | +15.2% | -13.3% | +28.5% | +20.0% |
| 6M | +3.7% | -14.4% | +18.0% | +8.1% |
| YTD | -3.0% | -9.1% | +6.1% | -1.1% |
| 1Y | +2.5% | -2.2% | +4.6% | +1.8% |
| 3Y | +26.5% | +5.1% | +21.4% | +20.2% |
| 5Y | -18.3% | +12.8% | -31.1% | -25.9% |
| All | +38.0% | +103.1% | -65.1% | -4.7% |
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