+8,693.3%
MDT vs TXT
+2,259.2%
+6,434.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 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% | +7.9% |
| 1Y | +10.0% | +4.3% | +5.7% | +8.0% |
| 3Y | +58.6% | +13.2% | +45.4% | +51.1% |
| 5Y | -0.3% | +12.4% | -12.7% | -6.0% |
| 10Y | +61.3% | +94.8% | -33.5% | +28.0% |
| All | +8,693.3% | +2,259.2% | +6,434.2% | +2,946.9% |
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