+58.6%
MDT vs TAP
-23.3%
+81.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +2.7% | -4.5% | +7.3% | +4.2% |
| 30D | +14.8% | +7.5% | +7.3% | +12.6% |
| 3M | +14.6% | -4.9% | +19.4% | +15.9% |
| 6M | +35.7% | -3.5% | +39.2% | +36.5% |
| YTD | +8.5% | -11.4% | +19.9% | +11.0% |
| 1Y | +13.3% | -10.8% | +24.1% | +15.6% |
| 3Y | +58.6% | -24.5% | +83.0% | +69.1% |
| All | +58.6% | -23.3% | +81.8% | +69.1% |
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