-24.7%
MKC vs TXG
+24.6%
-49.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -4.3% | +9.1% | -13.5% | -4.7% |
| 30D | -3.1% | +14.9% | -18.0% | -3.8% |
| 3M | +6.8% | +120.0% | -113.2% | +2.2% |
| 6M | -18.3% | +221.8% | -240.1% | -23.7% |
| YTD | -23.1% | +312.6% | -335.6% | -29.3% |
| 1Y | -23.7% | +398.4% | -422.1% | -31.0% |
| 3Y | -31.0% | +42.1% | -73.1% | -34.3% |
| 5Y | -33.5% | -63.5% | +29.9% | -32.3% |
| All | -24.7% | +24.6% | -49.4% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling