+7,983.2%
MDT vs TXT
+2,070.1%
+5,913.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.2% | -4.8% | +8.0% | +4.4% |
| 30D | +9.5% | -10.6% | +20.1% | +12.3% |
| 3M | +16.0% | -13.2% | +29.2% | +19.4% |
| 6M | +0.2% | -20.3% | +20.6% | +5.1% |
| YTD | -0.3% | -9.3% | +9.0% | +1.3% |
| 1Y | +4.7% | -2.7% | +7.4% | +4.5% |
| 3Y | +26.5% | +1.4% | +25.2% | +23.7% |
| 5Y | -18.2% | +9.6% | -27.7% | -22.4% |
| 10Y | +40.0% | +94.9% | -54.9% | +11.4% |
| All | +7,983.2% | +2,070.1% | +5,913.1% | +2,759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling