+58.0%
TXN vs MCD
+21.4%
+36.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.2% | -2.0% | +4.2% | +2.9% |
| 30D | -9.5% | -6.1% | -3.4% | -7.7% |
| 3M | -10.5% | -7.3% | -3.3% | -8.7% |
| 6M | +35.4% | -20.9% | +56.3% | +47.5% |
| YTD | +51.8% | -14.7% | +66.4% | +60.0% |
| 1Y | +42.9% | -16.1% | +59.1% | +51.6% |
| 3Y | +71.3% | -1.5% | +72.8% | +65.7% |
| 5Y | +58.0% | +20.4% | +37.6% | +38.8% |
| All | +58.0% | +21.4% | +36.6% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling