+170.5%
MDY vs TAP
-50.5%
+221.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.5% | -5.3% | +2.7% | -0.8% |
| 30D | -5.0% | -7.4% | +2.3% | -2.8% |
| 3M | +0.5% | -4.9% | +5.4% | +1.6% |
| 6M | +8.0% | -14.2% | +22.2% | +12.7% |
| YTD | +12.2% | -14.8% | +27.0% | +16.8% |
| 1Y | +14.0% | -18.1% | +32.1% | +19.9% |
| 3Y | +48.2% | -32.7% | +80.9% | +64.5% |
| 5Y | +46.1% | -0.5% | +46.5% | +36.7% |
| All | +170.5% | -50.5% | +221.0% | +170.5% |
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