+9,823.2%
TXN vs MCO
+7,404.7%
+2,418.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.2% |
| 7D | +4.0% | -3.8% | +7.7% | +5.6% |
| 30D | -2.9% | -0.4% | -2.5% | -2.9% |
| 3M | -9.1% | +7.7% | -16.8% | -12.5% |
| 6M | +36.6% | +7.0% | +29.6% | +30.8% |
| YTD | +57.5% | -6.4% | +63.9% | +57.8% |
| 1Y | +49.5% | -7.6% | +57.2% | +50.3% |
| 3Y | +76.5% | +43.2% | +33.3% | +47.8% |
| 5Y | +62.4% | +29.6% | +32.8% | +39.8% |
| 10Y | +429.7% | +389.2% | +40.5% | +173.8% |
| All | +9,823.2% | +7,404.7% | +2,418.4% | +1,284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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