-19.5%
MDT vs TXT
+13.4%
-32.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +2.8% | -10.4% | +13.2% | +5.7% |
| 3M | +13.1% | -14.3% | +27.4% | +17.3% |
| 6M | +2.3% | -15.1% | +17.4% | +6.2% |
| YTD | -2.7% | -8.3% | +5.6% | -1.5% |
| 1Y | +0.9% | -0.7% | +1.6% | -0.3% |
| 3Y | +26.8% | +6.0% | +20.8% | +20.4% |
| 5Y | -19.5% | +12.5% | -32.0% | -27.1% |
| All | -19.5% | +13.4% | -32.8% | -27.1% |
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