+534.5%
MPC vs TXT
+7.8%
+526.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -16.2% | -2.5% | -13.7% | -15.4% |
| 30D | -15.7% | +14.4% | -30.1% | -20.6% |
| 3M | +24.9% | -4.9% | +29.8% | +26.8% |
| 6M | +52.7% | -10.2% | +62.9% | +57.7% |
| YTD | +131.9% | -4.1% | +136.0% | +129.7% |
| 1Y | +96.6% | +4.0% | +92.7% | +86.8% |
| 3Y | +163.8% | +8.0% | +155.8% | +138.9% |
| All | +534.5% | +7.8% | +526.7% | +458.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling