-1.5%
MCD vs TGT
+46.0%
-47.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -6.1% | +9.5% | -15.7% | -6.9% |
| 3M | -7.3% | +32.3% | -39.5% | -9.4% |
| 6M | -20.9% | +37.0% | -58.0% | -23.0% |
| YTD | -14.7% | +71.0% | -85.7% | -18.4% |
| 1Y | -16.1% | +85.0% | -101.1% | -20.4% |
| 3Y | -1.5% | +46.8% | -48.3% | -4.5% |
| All | -1.5% | +46.0% | -47.5% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling