+267.3%
MP vs TXT
+153.6%
+113.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | -15.3% | +13.4% | -28.7% | -22.9% |
| 3M | -33.5% | -2.5% | -31.0% | -33.0% |
| 6M | -45.5% | -6.2% | -39.3% | -44.0% |
| YTD | -27.3% | -1.3% | -26.0% | -28.7% |
| 1Y | -40.7% | +4.3% | -45.0% | -44.2% |
| 3Y | +145.9% | +13.2% | +132.6% | +112.9% |
| 5Y | -13.9% | +12.4% | -26.3% | -26.6% |
| All | +267.3% | +153.6% | +113.7% | +120.3% |
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