-3.9%
MCD vs TGT
+86.7%
-90.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +5.4% |
| 7D | +11.9% | +9.5% | +2.4% | +10.0% |
| 30D | +20.2% | +6.6% | +13.6% | +18.7% |
| 3M | +5.2% | +11.0% | -5.8% | +3.3% |
| 6M | 0.0% | +29.9% | -29.8% | -3.9% |
| YTD | -6.5% | +71.4% | -78.0% | -15.1% |
| 1Y | -3.9% | +88.6% | -92.5% | -15.7% |
| All | -3.9% | +86.7% | -90.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling