-0.3%
MDT vs TXT
+14.6%
-14.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | +10.5% | +13.4% | -2.9% | +6.8% |
| 3M | +13.0% | -2.5% | +15.5% | +13.4% |
| 6M | +38.7% | -6.2% | +44.9% | +40.0% |
| YTD | +8.5% | -1.3% | +9.8% | +7.5% |
| 1Y | +10.0% | +4.3% | +5.7% | +7.3% |
| 3Y | +58.6% | +13.2% | +45.4% | +47.9% |
| 5Y | -0.3% | +12.4% | -12.7% | -8.1% |
| All | -0.3% | +14.6% | -14.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling