+8,639.7%
MDT vs TAP
+803.5%
+7,836.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.7% | -6.3% | +2.7% | -2.5% |
| 30D | +8.6% | +2.7% | +5.9% | +8.0% |
| 3M | +12.2% | -3.7% | +15.9% | +12.9% |
| 6M | +33.7% | -2.0% | +35.8% | +34.1% |
| YTD | +7.8% | -12.3% | +20.2% | +10.0% |
| 1Y | +8.9% | -10.1% | +19.0% | +10.6% |
| 3Y | +57.6% | -25.3% | +82.9% | +64.2% |
| 5Y | -0.7% | -1.9% | +1.3% | -2.1% |
| 10Y | +60.3% | -47.8% | +108.1% | +69.1% |
| All | +8,639.7% | +803.5% | +7,836.1% | +5,964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling