+20,427.4%
TXN vs MDT
+7,800.2%
+12,627.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -9.5% | +6.0% | -15.5% | -11.6% |
| 3M | -10.5% | +15.5% | -26.1% | -15.8% |
| 6M | +35.4% | +3.4% | +32.0% | +32.3% |
| YTD | +51.8% | -2.2% | +53.9% | +51.3% |
| 1Y | +42.9% | +2.6% | +40.4% | +39.9% |
| 3Y | +71.3% | +27.5% | +43.8% | +54.1% |
| 5Y | +58.0% | -20.1% | +78.1% | +66.3% |
| 10Y | +393.3% | +39.1% | +354.2% | +323.4% |
| All | +20,427.4% | +7,800.2% | +12,627.1% | +4,333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling