+58.0%
TXN vs MPC
+655.4%
-597.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | +2.2% | +3.9% | -1.7% | +1.3% |
| 30D | -9.5% | +33.8% | -43.2% | -15.4% |
| 3M | -10.5% | +49.9% | -60.4% | -18.8% |
| 6M | +35.4% | +80.9% | -45.6% | +16.5% |
| YTD | +51.8% | +147.4% | -95.7% | +19.3% |
| 1Y | +42.9% | +123.2% | -80.3% | +15.2% |
| 3Y | +71.3% | +171.7% | -100.4% | +26.4% |
| 5Y | +58.0% | +678.6% | -620.6% | -16.4% |
| All | +58.0% | +655.4% | -597.4% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling