+211.7%
MCD vs TAP
-49.3%
+261.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.5% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | +19.8% | +9.1% | +10.6% | +17.3% |
| 3M | +0.8% | -3.8% | +4.6% | +1.5% |
| 6M | -1.3% | -3.4% | +2.1% | -0.8% |
| YTD | -7.8% | -10.6% | +2.9% | -6.0% |
| 1Y | -5.0% | -4.4% | -0.5% | -4.8% |
| 3Y | +10.5% | -24.4% | +34.9% | +15.7% |
| 5Y | +22.0% | +2.1% | +19.9% | +17.1% |
| All | +211.7% | -49.3% | +261.0% | +197.1% |
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