+26.9%
MKC vs TAP
-50.5%
+77.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.8% | -5.3% | +2.4% | -1.2% |
| 30D | -3.4% | -7.4% | +4.0% | -1.1% |
| 3M | +3.8% | -4.9% | +8.7% | +5.3% |
| 6M | -17.9% | -14.2% | -3.7% | -14.2% |
| YTD | -23.6% | -14.8% | -8.8% | -19.9% |
| 1Y | -23.1% | -18.1% | -5.0% | -18.6% |
| 3Y | -31.5% | -32.7% | +1.2% | -24.1% |
| 5Y | -33.1% | -0.5% | -32.6% | -34.0% |
| All | +26.9% | -50.5% | +77.4% | +42.9% |
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