+481.5%
TXN vs MCD
+204.7%
+276.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +4.3% |
| 7D | -0.5% | -1.9% | +1.4% | +0.4% |
| 30D | +10.5% | +16.6% | -6.1% | +2.6% |
| 3M | +10.7% | +0.9% | +9.7% | +9.7% |
| 6M | +5.1% | +1.5% | +3.6% | +2.9% |
| YTD | +82.5% | -8.3% | +90.8% | +88.0% |
| 1Y | +98.2% | -8.1% | +106.3% | +103.8% |
| 3Y | +128.4% | +10.3% | +118.1% | +108.3% |
| 5Y | +89.0% | +23.4% | +65.6% | +60.9% |
| 10Y | +481.5% | +205.9% | +275.6% | +249.9% |
| All | +481.5% | +204.7% | +276.8% | +249.9% |
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