+419.8%
TXN vs MDT
+39.8%
+379.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.2% |
| 7D | +4.0% | -3.4% | +7.4% | +5.7% |
| 30D | -2.9% | +0.2% | -3.1% | -3.2% |
| 3M | -9.1% | +14.3% | -23.4% | -16.1% |
| 6M | +36.6% | +4.0% | +32.6% | +32.1% |
| YTD | +57.5% | -3.7% | +61.2% | +58.5% |
| 1Y | +49.5% | -0.4% | +49.9% | +47.5% |
| 3Y | +76.5% | +23.3% | +53.2% | +53.6% |
| 5Y | +62.4% | -18.9% | +81.3% | +75.2% |
| All | +419.8% | +39.8% | +379.9% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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