+1,106.2%
MPC vs TXT
+115.3%
+990.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.2% |
| 7D | -9.4% | -3.5% | -5.9% | -7.2% |
| 30D | -14.3% | +15.2% | -29.5% | -22.4% |
| 3M | +31.1% | -4.5% | +35.6% | +33.3% |
| 6M | +60.3% | -6.1% | +66.4% | +62.5% |
| YTD | +142.5% | -2.0% | +144.5% | +135.2% |
| 1Y | +104.6% | +4.2% | +100.4% | +89.9% |
| 3Y | +191.7% | +14.4% | +177.3% | +145.5% |
| 5Y | +549.2% | +12.3% | +536.9% | +430.1% |
| 10Y | +1,106.2% | +101.8% | +1,004.4% | +471.8% |
| All | +1,106.2% | +115.3% | +990.9% | +471.8% |
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