+935.2%
MDB vs TAP
-37.8%
+972.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.9% |
| 30D | -14.0% | +7.5% | -21.5% | -14.3% |
| 3M | -20.3% | -4.9% | -15.4% | -20.2% |
| 6M | +10.9% | -3.5% | +14.3% | +10.9% |
| YTD | -20.9% | -11.4% | -9.5% | -20.6% |
| 1Y | -11.2% | -10.8% | -0.4% | -10.9% |
| 3Y | -11.9% | -24.5% | +12.6% | -11.0% |
| 5Y | -40.2% | +2.5% | -42.6% | -40.2% |
| All | +935.2% | -37.8% | +972.9% | +994.5% |
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 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