+20,389.3%
TXN vs MCD
+6,068.3%
+14,321.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.5% |
| 7D | -0.1% | -2.8% | +2.8% | +1.1% |
| 30D | -6.9% | -6.0% | -0.9% | -4.6% |
| 3M | -14.9% | -5.6% | -9.4% | -13.6% |
| 6M | +29.0% | -21.9% | +50.9% | +42.1% |
| YTD | +51.5% | -14.7% | +66.2% | +60.5% |
| 1Y | +41.6% | -17.3% | +58.8% | +51.7% |
| 3Y | +65.8% | -2.2% | +68.0% | +63.0% |
| 5Y | +56.8% | +20.3% | +36.5% | +40.7% |
| 10Y | +387.5% | +180.7% | +206.8% | +202.7% |
| All | +20,389.3% | +6,068.3% | +14,321.0% | +3,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling