+7,830.4%
MDT vs TGT
+6,311.1%
+1,519.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +6.0% | +9.5% | -3.5% | +3.8% |
| 3M | +15.5% | +32.3% | -16.7% | +8.2% |
| 6M | +3.4% | +37.0% | -33.6% | -4.1% |
| YTD | -2.2% | +71.0% | -73.2% | -14.1% |
| 1Y | +2.6% | +85.0% | -82.4% | -11.8% |
| 3Y | +27.5% | +46.8% | -19.3% | +11.9% |
| 5Y | -20.1% | -22.7% | +2.7% | -20.6% |
| 10Y | +39.1% | +216.3% | -177.2% | -6.5% |
| All | +7,830.4% | +6,311.1% | +1,519.3% | +1,819.2% |
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