+23,460.2%
TXN vs MCD
+6,689.6%
+16,770.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +5.9% |
| 7D | -2.1% | +5.9% | -8.0% | -4.5% |
| 30D | +4.7% | +19.6% | -14.9% | -3.1% |
| 3M | +3.9% | +3.3% | +0.6% | +2.0% |
| 6M | +3.8% | +3.5% | +0.3% | +1.0% |
| YTD | +74.2% | -6.1% | +80.3% | +76.6% |
| 1Y | +88.2% | -3.7% | +91.9% | +88.6% |
| 3Y | +124.0% | +13.4% | +110.6% | +106.3% |
| 5Y | +78.4% | +25.2% | +53.2% | +57.0% |
| 10Y | +455.6% | +211.3% | +244.3% | +229.4% |
| All | +23,460.2% | +6,689.6% | +16,770.6% | +3,539.9% |
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 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