+7,983.2%
MDT vs TAP
+825.0%
+7,158.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | -2.3% | +5.5% | +3.6% |
| 30D | +9.5% | -2.1% | +11.7% | +9.9% |
| 3M | +16.0% | +6.6% | +9.4% | +14.6% |
| 6M | +0.2% | -11.5% | +11.7% | +2.2% |
| YTD | -0.3% | -10.3% | +10.0% | +1.3% |
| 1Y | +4.7% | -14.4% | +19.1% | +7.2% |
| 3Y | +26.5% | -28.3% | +54.8% | +32.7% |
| 5Y | -18.2% | +1.7% | -19.9% | -19.9% |
| 10Y | +40.0% | -49.2% | +89.2% | +48.3% |
| All | +7,983.2% | +825.0% | +7,158.2% | +5,486.9% |
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 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