+77.2%
TGT vs MKC
-23.2%
+100.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -5.2% | -1.5% | -3.8% | -4.9% |
| 30D | +1.2% | -3.1% | +4.3% | +2.0% |
| 3M | +18.4% | +5.2% | +13.2% | +17.4% |
| 6M | +33.4% | -12.8% | +46.3% | +35.2% |
| YTD | +63.8% | -23.3% | +87.1% | +67.4% |
| 1Y | +77.2% | -24.1% | +101.3% | +81.5% |
| All | +77.2% | -23.2% | +100.3% | +81.5% |
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