-24.1%
MKC vs TXG
+453.6%
-477.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.5% |
| 7D | -1.5% | +9.5% | -10.9% | -1.3% |
| 30D | -3.1% | +18.8% | -21.9% | -2.8% |
| 3M | +5.2% | +136.1% | -130.9% | +7.1% |
| 6M | -12.8% | +235.2% | -248.1% | -10.8% |
| YTD | -23.3% | +320.5% | -343.8% | -21.0% |
| 1Y | -24.1% | +425.2% | -449.3% | -22.3% |
| All | -24.1% | +453.6% | -477.7% | -22.3% |
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