+178.1%
MCD vs TAP
-50.2%
+228.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.3% |
| 30D | -6.0% | -2.1% | -3.9% | -5.6% |
| 3M | -5.6% | +6.6% | -12.2% | -7.1% |
| 6M | -21.9% | -11.5% | -10.4% | -19.9% |
| YTD | -14.7% | -10.3% | -4.4% | -13.0% |
| 1Y | -17.3% | -14.4% | -2.9% | -14.9% |
| 3Y | -2.2% | -28.3% | +26.1% | +3.8% |
| 5Y | +20.3% | +1.7% | +18.6% | +15.6% |
| All | +178.1% | -50.2% | +228.3% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling