+25.2%
MCD vs TGT
-23.3%
+48.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.2% |
| 7D | +5.9% | +4.7% | +1.2% | +5.4% |
| 30D | +19.6% | +8.0% | +11.7% | +18.6% |
| 3M | +3.3% | +11.7% | -8.4% | +1.9% |
| 6M | +3.5% | +34.7% | -31.2% | 0.0% |
| YTD | -6.1% | +74.4% | -80.5% | -11.9% |
| 1Y | -3.7% | +89.2% | -92.9% | -10.5% |
| 3Y | +13.4% | +73.4% | -60.0% | +3.9% |
| 5Y | +25.2% | -24.0% | +49.2% | +29.7% |
| All | +25.2% | -23.3% | +48.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling