-10.1%
MDB vs TAP
-24.6%
+14.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +11.6% | -6.3% | +17.9% | +10.8% |
| 30D | -8.9% | +2.7% | -11.6% | -8.7% |
| 3M | -22.4% | -3.7% | -18.7% | -22.3% |
| 6M | +10.1% | -2.0% | +12.1% | +10.6% |
| YTD | -19.0% | -12.3% | -6.7% | -18.7% |
| 1Y | -7.0% | -10.1% | +3.1% | -6.8% |
| All | -10.1% | -24.6% | +14.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling