+99.7%
TXN vs MCD
-3.6%
+103.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.9% | +0.4% |
| 7D | +1.0% | +11.9% | -10.8% | +2.3% |
| 30D | +6.1% | +20.2% | -14.1% | +8.4% |
| 3M | +10.4% | +5.2% | +5.2% | +11.2% |
| 6M | +12.6% | 0.0% | +12.6% | +14.8% |
| YTD | +83.5% | -6.5% | +90.0% | +92.9% |
| 1Y | +99.7% | -3.9% | +103.7% | +106.5% |
| All | +99.7% | -3.6% | +103.3% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling