+2,608.6%
MDY vs TAP
+889.8%
+1,718.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.9% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +2.0% | +5.7% | -3.7% | +0.4% |
| 3M | -5.6% | -1.9% | -3.7% | -5.6% |
| 6M | +1.3% | +0.9% | +0.3% | +0.3% |
| YTD | +12.3% | -9.5% | +21.8% | +13.7% |
| 1Y | +15.8% | -9.0% | +24.7% | +16.9% |
| 3Y | +56.5% | -22.2% | +78.7% | +62.6% |
| 5Y | +35.1% | +1.2% | +33.9% | +30.2% |
| 10Y | +167.4% | -46.1% | +213.5% | +185.0% |
| All | +2,608.6% | +889.8% | +1,718.8% | +1,865.1% |
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