-25.2%
TGT vs MDB
-39.7%
+14.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +0.4% |
| 7D | +0.5% | +3.0% | -2.5% | +0.2% |
| 30D | +6.7% | -11.3% | +18.0% | +7.6% |
| 3M | +8.4% | -23.0% | +31.4% | +10.3% |
| 6M | +40.7% | +14.8% | +26.0% | +35.9% |
| YTD | +72.2% | -19.4% | +91.7% | +71.5% |
| 1Y | +86.2% | -9.0% | +95.1% | +81.7% |
| 3Y | +68.8% | -10.3% | +79.1% | +56.0% |
| 5Y | -25.2% | -38.4% | +13.2% | -35.1% |
| All | -25.2% | -39.7% | +14.5% | -35.1% |
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