+116.3%
MP vs TXT
+10.0%
+106.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.1% |
| 7D | -19.0% | -2.5% | -16.4% | -17.7% |
| 30D | -30.5% | +12.8% | -43.3% | -35.7% |
| 3M | -29.6% | -3.6% | -25.9% | -28.2% |
| 6M | -50.4% | -6.9% | -43.5% | -48.6% |
| YTD | -33.2% | -2.2% | -31.1% | -33.9% |
| 1Y | -38.6% | +6.3% | -44.9% | -42.7% |
| All | +116.3% | +10.0% | +106.3% | +82.4% |
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