+3,393.7%
MKC vs TXT
+2,070.1%
+1,323.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.9% | -4.8% | -1.1% | -5.2% |
| 30D | -0.9% | -10.6% | +9.7% | +0.7% |
| 3M | +12.7% | -13.2% | +25.9% | +14.8% |
| 6M | -19.3% | -20.3% | +1.0% | -16.9% |
| YTD | -22.2% | -9.3% | -12.9% | -21.3% |
| 1Y | -23.3% | -2.7% | -20.6% | -23.4% |
| 3Y | -30.0% | +1.4% | -31.4% | -30.9% |
| 5Y | -33.8% | +9.6% | -43.3% | -36.0% |
| 10Y | +24.4% | +94.9% | -70.5% | +5.7% |
| All | +3,393.7% | +2,070.1% | +1,323.7% | +1,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling