-15.2%
MCD vs TGT
+78.5%
-93.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -2.5% | -5.0% | +2.5% | -1.9% |
| 30D | -7.0% | +3.0% | -10.1% | -7.4% |
| 3M | -9.8% | +22.6% | -32.4% | -12.3% |
| 6M | -21.8% | +31.2% | -53.0% | -24.8% |
| YTD | -15.6% | +63.7% | -79.3% | -22.3% |
| 1Y | -15.2% | +78.5% | -93.7% | -23.7% |
| All | -15.2% | +78.5% | -93.7% | -23.7% |
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