+1,010.1%
MDB vs TAP
-39.5%
+1,049.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.3% |
| 7D | -18.0% | -2.3% | -15.7% | -17.9% |
| 30D | -10.7% | -9.4% | -1.3% | -10.3% |
| 3M | +1.0% | -0.8% | +1.8% | +1.0% |
| 6M | +31.6% | -14.7% | +46.4% | +32.6% |
| YTD | -15.2% | -13.9% | -1.2% | -14.7% |
| 1Y | +10.1% | -18.6% | +28.7% | +11.1% |
| 3Y | -5.6% | -32.0% | +26.4% | -4.0% |
| 5Y | -24.5% | -1.0% | -23.5% | -24.4% |
| All | +1,010.1% | -39.5% | +1,049.6% | +1,076.0% |
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