+193.4%
MCD vs TGT
+206.3%
-12.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +2.6% | -4.3% | -2.0% |
| 30D | +14.1% | +4.7% | +9.4% | +13.3% |
| 3M | +0.6% | +4.6% | -3.9% | -0.1% |
| 6M | 0.0% | +34.9% | -34.8% | -4.5% |
| YTD | -9.3% | +70.9% | -80.2% | -16.5% |
| 1Y | -9.3% | +84.4% | -93.7% | -17.5% |
| 3Y | +8.6% | +69.1% | -60.5% | -2.7% |
| 5Y | +21.9% | -26.9% | +48.8% | +24.4% |
| All | +193.4% | +206.3% | -12.8% | +141.4% |
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