+25.1%
MKC vs TXT
+89.4%
-64.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.8% | +13.3% | -8.5% | +2.7% |
| 3M | -12.8% | -5.0% | -7.9% | -12.3% |
| 6M | +5.0% | -8.4% | +13.4% | +6.1% |
| YTD | -29.1% | -4.0% | -25.1% | -29.0% |
| 1Y | -26.4% | +2.8% | -29.2% | -27.1% |
| 3Y | -21.6% | +10.3% | -31.9% | -23.9% |
| 5Y | -35.2% | +9.2% | -44.4% | -37.7% |
| All | +25.1% | +89.4% | -64.3% | +4.6% |
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