+171.0%
MDY vs TAP
-47.8%
+218.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.2% | -8.0% | +8.2% | +2.9% |
| 30D | +2.1% | +4.1% | -1.9% | +0.5% |
| 3M | -3.6% | -4.4% | +0.7% | -2.8% |
| 6M | +1.7% | -1.9% | +3.6% | +1.2% |
| YTD | +13.8% | -12.1% | +25.9% | +16.8% |
| 1Y | +15.5% | -12.0% | +27.6% | +18.3% |
| 3Y | +58.3% | -25.0% | +83.3% | +68.6% |
| 5Y | +37.4% | -1.1% | +38.5% | +28.7% |
| 10Y | +171.0% | -47.6% | +218.6% | +163.9% |
| All | +171.0% | -47.8% | +218.8% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling