+125.8%
TXN vs MPC
+203.2%
-77.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | +9.5% | +11.2% | -1.8% | +7.2% |
| 30D | +8.7% | -14.5% | +23.2% | +11.6% |
| 3M | +11.6% | +16.7% | -5.1% | +7.3% |
| 6M | +0.1% | +67.6% | -67.5% | -11.5% |
| YTD | +78.8% | +157.9% | -79.1% | +37.5% |
| 1Y | +91.2% | +116.7% | -25.4% | +55.6% |
| 3Y | +125.8% | +199.8% | -73.9% | +56.1% |
| All | +125.8% | +203.2% | -77.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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