+254.1%
MP vs TXT
+146.5%
+107.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +6.3% |
| 7D | -10.5% | -2.5% | -8.0% | -9.1% |
| 30D | -23.5% | +14.4% | -37.9% | -30.9% |
| 3M | -25.4% | -4.9% | -20.5% | -23.5% |
| 6M | -51.3% | -10.2% | -41.0% | -48.3% |
| YTD | -29.9% | -4.1% | -25.8% | -29.9% |
| 1Y | -31.8% | +4.0% | -35.8% | -35.7% |
| 3Y | +127.0% | +8.0% | +119.0% | +103.2% |
| 5Y | -3.3% | +8.4% | -11.7% | -15.6% |
| All | +254.1% | +146.5% | +107.6% | +116.5% |
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