+253.1%
TGT vs MDB
+1,017.4%
-764.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.7% |
| 7D | +0.8% | -17.4% | +18.2% | +2.7% |
| 30D | +12.2% | -2.0% | +14.2% | +12.1% |
| 3M | +33.8% | -3.0% | +36.8% | +33.4% |
| 6M | +39.3% | +48.7% | -9.4% | +31.4% |
| YTD | +72.9% | -12.1% | +85.0% | +71.5% |
| 1Y | +84.6% | +14.5% | +70.1% | +76.4% |
| 3Y | +46.2% | -6.1% | +52.4% | +36.3% |
| 5Y | -21.3% | -27.3% | +6.0% | -30.0% |
| All | +253.1% | +1,017.4% | -764.3% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling