+1,340.0%
TXN vs MPC
+2,982.2%
-1,642.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -8.8% | +5.0% | -1.6% |
| 30D | +6.4% | -14.4% | +20.8% | +10.4% |
| 3M | +7.7% | +21.9% | -14.3% | +1.7% |
| 6M | +5.5% | +60.1% | -54.7% | -7.6% |
| YTD | +77.0% | +142.3% | -65.3% | +37.5% |
| 1Y | +91.2% | +101.7% | -10.5% | +55.8% |
| 3Y | +121.5% | +184.8% | -63.2% | +61.5% |
| 5Y | +84.9% | +564.6% | -479.7% | +5.1% |
| 10Y | +469.9% | +1,098.3% | -628.5% | +154.7% |
| All | +1,340.0% | +2,982.2% | -1,642.2% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling