+70.1%
TXN vs MDT
+25.9%
+44.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | -8.0% | +1.0% | -9.0% | -8.4% |
| 3M | -7.8% | +15.2% | -23.0% | -13.3% |
| 6M | +32.4% | +3.7% | +28.7% | +31.3% |
| YTD | +51.7% | -3.0% | +54.7% | +55.4% |
| 1Y | +44.3% | +2.5% | +41.8% | +43.3% |
| All | +70.1% | +25.9% | +44.2% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling