+875.5%
MDB vs TAP
-37.2%
+912.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +2.8% |
| 7D | -11.4% | +0.5% | -11.9% | -11.4% |
| 30D | -13.8% | +9.1% | -23.0% | -14.2% |
| 3M | -15.5% | -3.8% | -11.7% | -15.4% |
| 6M | +17.9% | -3.4% | +21.4% | +18.1% |
| YTD | -25.5% | -10.6% | -14.8% | -25.2% |
| 1Y | -12.1% | -4.4% | -7.7% | -12.1% |
| 3Y | -5.9% | -24.4% | +18.5% | -4.9% |
| 5Y | -43.7% | +2.1% | -45.8% | -43.7% |
| All | +875.5% | -37.2% | +912.7% | +931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling