-19.5%
MDT vs TAP
-0.5%
-18.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.3% | -5.1% | +4.8% | +1.1% |
| 30D | +2.8% | -8.4% | +11.2% | +5.1% |
| 3M | +13.1% | -3.9% | +17.0% | +14.2% |
| 6M | +2.3% | -14.4% | +16.7% | +6.1% |
| YTD | -2.7% | -14.7% | +12.0% | +0.8% |
| 1Y | +0.9% | -18.7% | +19.5% | +5.5% |
| 3Y | +26.8% | -32.6% | +59.5% | +37.7% |
| 5Y | -19.5% | -1.4% | -18.0% | -22.9% |
| All | -19.5% | -0.5% | -18.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling