+20.4%
MCD vs TGT
-21.7%
+42.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -6.1% | +9.5% | -15.7% | -7.1% |
| 3M | -7.3% | +32.3% | -39.5% | -10.1% |
| 6M | -20.9% | +37.0% | -58.0% | -23.7% |
| YTD | -14.7% | +71.0% | -85.7% | -19.7% |
| 1Y | -16.1% | +85.0% | -101.1% | -21.8% |
| 3Y | -1.5% | +46.8% | -48.3% | -7.6% |
| 5Y | +20.4% | -22.7% | +43.2% | +25.1% |
| All | +20.4% | -21.7% | +42.1% | +25.1% |
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 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