+181.3%
MCD vs TGT
+208.0%
-26.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | -2.9% | -3.6% | +0.7% | -2.4% |
| 30D | -6.7% | +4.4% | -11.1% | -7.4% |
| 3M | -9.6% | +25.4% | -34.9% | -12.6% |
| 6M | -22.3% | +33.4% | -55.7% | -25.7% |
| YTD | -15.4% | +65.6% | -81.0% | -21.8% |
| 1Y | -16.8% | +80.3% | -97.1% | -24.2% |
| 3Y | -2.4% | +42.1% | -44.5% | -10.1% |
| 5Y | +19.4% | -25.0% | +44.4% | +21.0% |
| 10Y | +181.3% | +208.2% | -26.9% | +128.7% |
| All | +181.3% | +208.0% | -26.7% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling