+25.2%
MCD vs TAP
+2.6%
+22.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +7.3% | -4.5% | +11.8% | +8.4% |
| 30D | +20.0% | +7.5% | +12.5% | +18.0% |
| 3M | +3.8% | -4.9% | +8.7% | +4.8% |
| 6M | +3.8% | -3.5% | +7.2% | +4.2% |
| YTD | -5.9% | -11.4% | +5.5% | -4.1% |
| 1Y | -3.2% | -10.8% | +7.6% | -1.6% |
| 3Y | +13.3% | -24.5% | +37.8% | +18.1% |
| 5Y | +25.2% | +2.5% | +22.8% | +20.5% |
| All | +25.2% | +2.6% | +22.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling