+131.7%
MP vs TXT
+9.4%
+122.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +6.1% |
| 7D | -10.5% | -2.5% | -8.0% | -9.2% |
| 30D | -23.5% | +14.4% | -37.9% | -30.0% |
| 3M | -25.4% | -4.9% | -20.5% | -23.4% |
| 6M | -51.3% | -10.2% | -41.0% | -48.4% |
| YTD | -29.9% | -4.1% | -25.8% | -29.9% |
| 1Y | -31.8% | +4.0% | -35.8% | -35.6% |
| All | +131.7% | +9.4% | +122.4% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling