+19.9%
MDT vs TGT
+86.7%
-66.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.6% | +0.5% | +4.9% |
| 7D | +10.7% | +9.5% | +1.2% | +8.6% |
| 30D | +19.3% | +6.6% | +12.7% | +17.7% |
| 3M | +22.8% | +11.0% | +11.8% | +20.4% |
| 6M | +36.4% | +29.9% | +6.5% | +31.4% |
| YTD | +12.1% | +71.4% | -59.4% | +6.0% |
| 1Y | +19.9% | +88.6% | -68.7% | +11.9% |
| All | +19.9% | +86.7% | -66.8% | +11.9% |
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