-3.2%
MCD vs TGT
+84.6%
-87.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +7.3% | +5.5% | +1.8% | +6.2% |
| 30D | +20.0% | +6.0% | +13.9% | +18.6% |
| 3M | +3.8% | +8.0% | -4.2% | +2.4% |
| 6M | +3.8% | +32.3% | -28.6% | -0.1% |
| YTD | -5.9% | +71.3% | -77.1% | -13.1% |
| 1Y | -3.2% | +86.8% | -90.1% | -12.8% |
| All | -3.2% | +84.6% | -87.9% | -12.8% |
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