+62.4%
TGT vs MDLN
-7.1%
+69.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -5.2% | -11.1% | +5.9% | -3.7% |
| 30D | +1.2% | -8.4% | +9.6% | +2.2% |
| 3M | +18.4% | -12.4% | +30.8% | +19.2% |
| 6M | +33.4% | -23.3% | +56.7% | +35.6% |
| YTD | +63.8% | -22.5% | +86.4% | +68.3% |
| All | +62.4% | -7.1% | +69.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling