-17.0%
MDLN vs TAP
-16.7%
-0.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -6.2% | -5.1% | -1.1% | -4.8% |
| 30D | +0.7% | -8.4% | +9.2% | +3.0% |
| 3M | -5.4% | -3.9% | -1.5% | -4.5% |
| 6M | -21.6% | -14.4% | -7.2% | -20.2% |
| YTD | -18.9% | -14.7% | -4.2% | -18.4% |
| All | -17.0% | -16.7% | -0.2% | -16.4% |
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