+415.7%
TXN vs MCD
+178.8%
+236.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +2.7% | -2.9% | +5.5% | +4.1% |
| 30D | -6.7% | -6.7% | 0.0% | -3.8% |
| 3M | -8.9% | -9.6% | +0.7% | -5.2% |
| 6M | +34.7% | -22.3% | +57.0% | +51.2% |
| YTD | +53.3% | -15.4% | +68.8% | +64.6% |
| 1Y | +45.0% | -16.8% | +61.8% | +56.7% |
| 3Y | +73.1% | -2.4% | +75.5% | +68.5% |
| 5Y | +59.9% | +19.4% | +40.6% | +38.1% |
| 10Y | +415.7% | +181.3% | +234.4% | +227.6% |
| All | +415.7% | +178.8% | +236.8% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling