-25.0%
MKC vs TXG
+27.0%
-52.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.3% |
| 7D | -1.5% | +9.5% | -10.9% | -1.9% |
| 30D | -3.1% | +18.8% | -21.9% | -4.0% |
| 3M | +5.2% | +136.1% | -130.9% | +0.3% |
| 6M | -12.8% | +235.2% | -248.1% | -18.7% |
| YTD | -23.3% | +320.5% | -343.8% | -29.6% |
| 1Y | -24.1% | +425.2% | -449.3% | -31.6% |
| 3Y | -32.1% | +42.9% | -75.0% | -35.4% |
| 5Y | -32.8% | -62.8% | +30.0% | -31.7% |
| All | -25.0% | +27.0% | -52.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling