+234.6%
TGT vs MDB
+997.6%
-763.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -5.2% | -1.8% | -3.5% | -5.1% |
| 30D | +1.2% | -17.3% | +18.5% | +2.9% |
| 3M | +18.4% | +2.2% | +16.2% | +17.4% |
| 6M | +33.4% | +33.9% | -0.4% | +27.3% |
| YTD | +63.8% | -13.7% | +77.5% | +62.8% |
| 1Y | +77.2% | +9.1% | +68.1% | +70.3% |
| 3Y | +41.8% | -8.1% | +49.9% | +32.4% |
| 5Y | -25.5% | -25.9% | +0.4% | -33.9% |
| All | +234.6% | +997.6% | -763.0% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling