+91.2%
TXN vs MDB
-7.1%
+98.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.8% |
| 7D | +9.5% | +6.8% | +2.6% | +9.3% |
| 30D | +8.7% | -6.2% | +14.9% | +8.8% |
| 3M | +11.6% | -29.2% | +40.8% | +11.5% |
| 6M | +0.1% | +10.3% | -10.2% | +1.0% |
| YTD | +78.8% | -20.4% | +99.2% | +87.5% |
| 1Y | +91.2% | -4.8% | +96.0% | +93.0% |
| All | +91.2% | -7.1% | +98.3% | +93.0% |
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