+22.7%
MCD vs TAP
+2.0%
+20.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.5% |
| 3M | +0.8% | -3.8% | +4.6% | +1.5% |
| 6M | -1.3% | -3.4% | +2.1% | -0.9% |
| YTD | -7.8% | -10.6% | +2.9% | -6.2% |
| 1Y | -5.0% | -4.4% | -0.5% | -4.8% |
| 3Y | +10.5% | -24.4% | +34.9% | +15.2% |
| All | +22.7% | +2.0% | +20.8% | +17.9% |
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