+211.3%
MCD vs TAP
-49.5%
+260.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +5.9% | -7.8% | +13.8% | +8.0% |
| 30D | +19.6% | +7.1% | +12.5% | +17.7% |
| 3M | +3.3% | -7.0% | +10.3% | +4.8% |
| 6M | +3.5% | -3.8% | +7.3% | +4.1% |
| YTD | -6.1% | -11.7% | +5.6% | -4.1% |
| 1Y | -3.7% | -10.1% | +6.4% | -2.1% |
| 3Y | +13.4% | -23.7% | +37.1% | +18.4% |
| 5Y | +25.2% | +2.9% | +22.3% | +19.9% |
| 10Y | +211.3% | -49.5% | +260.7% | +198.1% |
| All | +211.3% | -49.5% | +260.8% | +198.1% |
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