+3,005.7%
MPC vs TXT
+282.4%
+2,723.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.0% |
| 7D | -12.8% | -2.5% | -10.2% | -11.5% |
| 30D | -12.7% | +12.8% | -25.6% | -19.4% |
| 3M | +27.1% | -3.6% | +30.7% | +28.2% |
| 6M | +45.8% | -6.9% | +52.7% | +48.3% |
| YTD | +134.7% | -2.2% | +136.9% | +128.9% |
| 1Y | +106.0% | +6.3% | +99.8% | +90.7% |
| 3Y | +165.5% | +10.3% | +155.2% | +134.4% |
| 5Y | +540.9% | +10.6% | +530.3% | +446.2% |
| 10Y | +1,133.6% | +121.0% | +1,012.6% | +558.7% |
| All | +3,005.7% | +282.4% | +2,723.3% | +1,008.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling