+59.6%
TXN vs MKC
-33.0%
+92.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +4.0% | -1.5% | +5.4% | +4.1% |
| 30D | -2.9% | -3.1% | +0.3% | -2.6% |
| 3M | -9.1% | +5.2% | -14.3% | -10.0% |
| 6M | +36.6% | -12.8% | +49.5% | +39.9% |
| YTD | +57.5% | -23.3% | +80.8% | +65.1% |
| 1Y | +49.5% | -24.1% | +73.6% | +56.9% |
| 3Y | +76.5% | -32.1% | +108.7% | +89.7% |
| All | +59.6% | -33.0% | +92.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling