+23.6%
MKC vs TXT
+90.9%
-67.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -7.3% | -1.1% | -6.2% | -7.1% |
| 30D | +4.0% | +13.3% | -9.3% | +1.9% |
| 3M | -11.5% | -5.1% | -6.3% | -10.9% |
| 6M | +1.1% | -7.1% | +8.2% | +1.8% |
| YTD | -29.9% | -3.2% | -26.7% | -29.9% |
| 1Y | -27.0% | +2.3% | -29.3% | -27.7% |
| 3Y | -22.3% | +11.1% | -33.4% | -24.6% |
| 5Y | -36.0% | +10.0% | -46.0% | -38.5% |
| All | +23.6% | +90.9% | -67.3% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling