+954.3%
MDB vs TAP
-38.2%
+992.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.9% |
| 7D | +3.0% | -8.0% | +11.0% | +3.2% |
| 30D | -11.3% | +4.1% | -15.4% | -11.5% |
| 3M | -23.0% | -4.4% | -18.7% | -22.9% |
| 6M | +14.8% | -1.9% | +16.7% | +14.7% |
| YTD | -19.4% | -12.1% | -7.4% | -19.1% |
| 1Y | -9.0% | -12.0% | +3.1% | -8.6% |
| 3Y | -10.3% | -25.0% | +14.7% | -9.4% |
| 5Y | -38.4% | -1.1% | -37.3% | -38.4% |
| All | +954.3% | -38.2% | +992.5% | +1,014.9% |
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 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