+91.2%
TXN vs MCD
-9.2%
+100.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.9% |
| 7D | +9.5% | -1.6% | +11.1% | +9.2% |
| 30D | +8.7% | +14.1% | -5.4% | +10.7% |
| 3M | +11.6% | +0.6% | +11.0% | +12.0% |
| 6M | +0.1% | 0.0% | +0.1% | +0.3% |
| YTD | +78.8% | -9.3% | +88.1% | +87.6% |
| 1Y | +91.2% | -9.3% | +100.5% | +100.2% |
| All | +91.2% | -9.2% | +100.4% | +100.2% |
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