+84.6%
TGT vs MKC
-23.4%
+108.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +0.8% | -5.9% | +6.6% | +2.0% |
| 30D | +12.2% | -0.9% | +13.1% | +12.6% |
| 3M | +33.8% | +12.7% | +21.1% | +31.1% |
| 6M | +39.3% | -19.3% | +58.6% | +42.4% |
| YTD | +72.9% | -22.2% | +95.0% | +76.5% |
| 1Y | +84.6% | -23.3% | +107.9% | +90.2% |
| All | +84.6% | -23.4% | +108.0% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling