+8,691.6%
MDT vs TAP
+813.1%
+7,878.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | -4.5% | +7.3% | +3.6% |
| 30D | +14.8% | +7.5% | +7.3% | +13.3% |
| 3M | +14.6% | -4.9% | +19.4% | +15.5% |
| 6M | +35.7% | -3.5% | +39.2% | +36.4% |
| YTD | +8.5% | -11.4% | +19.9% | +10.4% |
| 1Y | +13.3% | -10.8% | +24.1% | +15.1% |
| 3Y | +58.6% | -24.5% | +83.0% | +64.9% |
| 5Y | -2.6% | +2.5% | -5.1% | -4.8% |
| 10Y | +60.0% | -47.6% | +107.5% | +68.6% |
| All | +8,691.6% | +813.1% | +7,878.5% | +5,988.3% |
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