+61.3%
MDT vs TAP
-47.8%
+109.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.2% | -8.0% | +4.8% | -0.8% |
| 30D | +10.5% | +4.1% | +6.5% | +9.2% |
| 3M | +13.0% | -4.4% | +17.3% | +14.3% |
| 6M | +38.7% | -1.9% | +40.6% | +39.1% |
| YTD | +8.5% | -12.1% | +20.5% | +11.7% |
| 1Y | +10.0% | -12.0% | +22.1% | +13.2% |
| 3Y | +58.6% | -25.0% | +83.6% | +68.6% |
| 5Y | -0.3% | -1.1% | +0.8% | -4.2% |
| 10Y | +61.3% | -47.6% | +108.9% | +58.0% |
| All | +61.3% | -47.8% | +109.1% | +58.0% |
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