+1,079.5%
MPC vs TXT
+112.2%
+967.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | -16.2% | -2.5% | -13.7% | -14.9% |
| 30D | -15.7% | +14.4% | -30.1% | -23.4% |
| 3M | +24.9% | -4.9% | +29.8% | +27.2% |
| 6M | +52.7% | -10.2% | +62.9% | +59.3% |
| YTD | +131.9% | -4.1% | +136.0% | +127.9% |
| 1Y | +96.6% | +4.0% | +92.7% | +82.5% |
| 3Y | +163.8% | +8.0% | +155.8% | +130.7% |
| 5Y | +533.1% | +8.4% | +524.7% | +429.1% |
| All | +1,079.5% | +112.2% | +967.3% | +440.1% |
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