+5,531.5%
TGT vs MDY
+2,644.5%
+2,887.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -0.6% | +1.0% | -1.7% | -1.4% |
| 30D | +9.5% | -3.1% | +12.7% | +12.2% |
| 3M | +32.3% | +1.8% | +30.4% | +30.1% |
| 6M | +37.0% | +10.8% | +26.2% | +25.7% |
| YTD | +71.0% | +14.4% | +56.6% | +52.8% |
| 1Y | +85.0% | +15.2% | +69.8% | +64.5% |
| 3Y | +46.8% | +51.2% | -4.4% | +5.5% |
| 5Y | -22.7% | +47.2% | -70.0% | -43.0% |
| 10Y | +216.3% | +171.1% | +45.2% | +35.8% |
| All | +5,531.5% | +2,644.5% | +2,887.0% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling