-25.1%
TGT vs MDY
+46.3%
-71.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | -5.2% | -1.9% | -3.4% | -3.6% |
| 30D | +1.2% | -4.6% | +5.8% | +5.5% |
| 3M | +18.4% | -1.2% | +19.6% | +19.4% |
| 6M | +33.4% | +9.2% | +24.2% | +22.3% |
| YTD | +63.8% | +13.1% | +50.8% | +44.9% |
| 1Y | +77.2% | +13.0% | +64.2% | +56.8% |
| 3Y | +41.8% | +49.2% | -7.4% | -3.9% |
| All | -25.1% | +46.3% | -71.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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