+445.3%
MP vs TXT
+133.2%
+312.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -2.9% | -4.8% | +1.9% | +0.5% |
| 30D | +13.8% | -10.6% | +24.4% | +23.0% |
| 3M | -16.7% | -13.2% | -3.5% | -8.6% |
| 6M | -11.5% | -20.3% | +8.9% | +3.2% |
| YTD | +7.9% | -9.3% | +17.2% | +13.3% |
| 1Y | -15.0% | -2.7% | -12.3% | -15.7% |
| 3Y | +153.5% | +1.4% | +152.1% | +139.3% |
| 5Y | +58.7% | +9.6% | +49.1% | +40.2% |
| All | +445.3% | +133.2% | +312.1% | +249.9% |
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