-7.7%
MDB vs TAP
+4.4%
-12.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -1.2% |
| 7D | -16.5% | +9.9% | -26.5% | -14.0% |
| 30D | -8.6% | +18.1% | -26.7% | -4.8% |
| 3M | -13.6% | +3.2% | -16.8% | -11.4% |
| 6M | +24.1% | +8.4% | +15.6% | +29.3% |
| YTD | -21.8% | -4.4% | -17.3% | -18.2% |
| 1Y | -7.7% | +3.2% | -11.0% | -1.5% |
| All | -7.7% | +4.4% | -12.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling