+254.7%
TXN vs MDB
+1,032.9%
-778.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.7% |
| 7D | +2.0% | -2.8% | +4.7% | +2.3% |
| 30D | -8.0% | -14.9% | +6.9% | -6.2% |
| 3M | -7.8% | +7.3% | -15.1% | -9.6% |
| 6M | +32.4% | +38.2% | -5.8% | +23.1% |
| YTD | +51.7% | -10.9% | +62.6% | +49.7% |
| 1Y | +44.3% | +11.6% | +32.7% | +36.5% |
| 3Y | +71.3% | -0.9% | +72.2% | +55.3% |
| 5Y | +56.4% | -23.5% | +79.9% | +36.2% |
| All | +254.7% | +1,032.9% | -778.2% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling