+1,098.3%
MPC vs TXT
+103.6%
+994.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -1.1% |
| 7D | -8.8% | -1.1% | -7.8% | -8.1% |
| 30D | -14.4% | +17.1% | -31.5% | -23.3% |
| 3M | +21.9% | -2.6% | +24.6% | +22.5% |
| 6M | +60.1% | -4.6% | +64.7% | +60.7% |
| YTD | +142.3% | -0.3% | +142.6% | +132.5% |
| 1Y | +101.7% | +5.9% | +95.8% | +85.3% |
| 3Y | +184.8% | +14.4% | +170.4% | +139.9% |
| 5Y | +564.6% | +15.9% | +548.7% | +431.0% |
| 10Y | +1,098.3% | +99.6% | +998.7% | +464.7% |
| All | +1,098.3% | +103.6% | +994.7% | +464.7% |
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