+213.3%
MCD vs TGT
+215.7%
-2.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +7.3% | +5.5% | +1.8% | +6.4% |
| 30D | +20.0% | +6.0% | +13.9% | +18.9% |
| 3M | +3.8% | +8.0% | -4.2% | +2.6% |
| 6M | +3.8% | +32.3% | -28.6% | -0.7% |
| YTD | -5.9% | +71.3% | -77.1% | -13.4% |
| 1Y | -3.2% | +86.8% | -90.1% | -12.2% |
| 3Y | +13.3% | +67.9% | -54.6% | +1.6% |
| 5Y | +25.2% | -25.1% | +50.3% | +27.2% |
| 10Y | +213.3% | +211.8% | +1.5% | +157.1% |
| All | +213.3% | +215.7% | -2.4% | +157.1% |
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