+40.6%
MDT vs TAP
-51.4%
+91.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.3% | -5.1% | +4.8% | +1.2% |
| 30D | +2.8% | -8.4% | +11.2% | +5.3% |
| 3M | +13.1% | -3.9% | +17.0% | +14.3% |
| 6M | +2.3% | -14.4% | +16.7% | +6.6% |
| YTD | -2.7% | -14.7% | +12.0% | +1.2% |
| 1Y | +0.9% | -18.7% | +19.5% | +6.1% |
| 3Y | +26.8% | -32.6% | +59.5% | +39.1% |
| 5Y | -19.5% | -1.4% | -18.0% | -22.7% |
| 10Y | +40.6% | -50.4% | +91.0% | +42.7% |
| All | +40.6% | -51.4% | +91.9% | +42.7% |
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