+5,979.9%
MCD vs TGT
+6,379.3%
-399.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -6.0% | +12.2% | -18.2% | -8.5% |
| 3M | -5.6% | +33.8% | -39.4% | -11.9% |
| 6M | -21.9% | +39.3% | -61.1% | -27.9% |
| YTD | -14.7% | +72.9% | -87.6% | -25.3% |
| 1Y | -17.3% | +84.6% | -101.8% | -28.8% |
| 3Y | -2.2% | +46.2% | -48.4% | -14.4% |
| 5Y | +20.3% | -21.3% | +41.6% | +18.5% |
| 10Y | +180.7% | +213.5% | -32.8% | +86.5% |
| All | +5,979.9% | +6,379.3% | -399.4% | +1,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling