-18.2%
MDT vs TGT
-25.8%
+7.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -5.2% | +1.8% | -2.6% |
| 30D | +0.2% | +1.2% | -1.0% | 0.0% |
| 3M | +14.3% | +18.4% | -4.1% | +11.2% |
| 6M | +4.0% | +33.4% | -29.4% | -0.7% |
| YTD | -3.7% | +63.8% | -67.5% | -11.2% |
| 1Y | -0.4% | +77.2% | -77.5% | -9.4% |
| 3Y | +23.3% | +41.8% | -18.5% | +12.8% |
| All | -18.2% | -25.8% | +7.6% | -18.9% |
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 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