+258.5%
TXN vs MDB
+986.0%
-727.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | +2.7% | -4.5% | +7.2% | +3.3% |
| 30D | -6.7% | -14.0% | +7.3% | -5.0% |
| 3M | -8.9% | +5.3% | -14.2% | -10.5% |
| 6M | +34.7% | +31.9% | +2.8% | +26.1% |
| YTD | +53.3% | -14.6% | +67.9% | +52.3% |
| 1Y | +45.0% | +8.2% | +36.8% | +37.8% |
| 3Y | +73.1% | -5.0% | +78.1% | +58.0% |
| 5Y | +59.9% | -24.5% | +84.5% | +39.3% |
| All | +258.5% | +986.0% | -727.5% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling