+70.1%
MDT vs TXT
+89.4%
-19.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +13.3% | -4.2% | +4.7% |
| 3M | +14.5% | -5.0% | +19.5% | +16.0% |
| 6M | +37.3% | -8.4% | +45.7% | +40.1% |
| YTD | +9.8% | -4.0% | +13.8% | +9.7% |
| 1Y | +10.5% | +2.8% | +7.7% | +7.9% |
| 3Y | +57.4% | +10.3% | +47.2% | +47.2% |
| 5Y | +1.2% | +9.2% | -8.0% | -7.2% |
| All | +70.1% | +89.4% | -19.3% | +22.1% |
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 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