-25.0%
TGT vs MDB
-24.3%
-0.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.6% | -4.5% | +1.0% | -3.1% |
| 30D | +4.4% | -14.0% | +18.4% | +5.8% |
| 3M | +25.4% | +5.3% | +20.0% | +23.9% |
| 6M | +33.4% | +31.9% | +1.5% | +27.4% |
| YTD | +65.6% | -14.6% | +80.2% | +65.0% |
| 1Y | +80.3% | +8.2% | +72.0% | +73.1% |
| 3Y | +42.1% | -5.0% | +47.2% | +31.0% |
| 5Y | -25.0% | -24.5% | -0.5% | -35.6% |
| All | -25.0% | -24.3% | -0.7% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling