-18.3%
MKC vs TXG
+406.9%
-425.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +5.6% |
| 7D | +9.6% | -19.3% | +28.8% | +8.8% |
| 30D | +12.0% | -30.9% | +42.9% | +11.2% |
| 3M | -2.0% | +41.1% | -43.1% | -1.1% |
| 6M | +7.2% | +211.9% | -204.7% | +9.6% |
| YTD | -23.7% | +314.0% | -337.7% | -21.0% |
| 1Y | -18.3% | +405.4% | -423.7% | -16.1% |
| All | -18.3% | +406.9% | -425.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling