+1,120.0%
MPC vs TXT
+94.9%
+1,025.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +5.4% | -4.8% | +10.2% | +8.7% |
| 30D | +31.0% | -10.6% | +41.6% | +40.4% |
| 3M | +46.0% | -13.2% | +59.2% | +57.9% |
| 6M | +77.3% | -20.3% | +97.7% | +100.4% |
| YTD | +141.9% | -9.3% | +151.2% | +149.2% |
| 1Y | +120.9% | -2.7% | +123.6% | +115.3% |
| 3Y | +182.7% | +1.4% | +181.3% | +159.6% |
| 5Y | +646.4% | +9.6% | +636.9% | +519.7% |
| All | +1,120.0% | +94.9% | +1,025.0% | +466.2% |
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 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