+41.6%
TXN vs MDB
+18.3%
+23.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +1.8% |
| 7D | -0.1% | -17.4% | +17.4% | -0.1% |
| 30D | -6.9% | -2.0% | -4.9% | -6.9% |
| 3M | -14.9% | -3.0% | -11.9% | -14.5% |
| 6M | +29.0% | +48.7% | -19.7% | +27.7% |
| YTD | +51.5% | -12.1% | +63.6% | +57.7% |
| 1Y | +41.6% | +14.5% | +27.1% | +40.1% |
| All | +41.6% | +18.3% | +23.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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