-26.0%
MKC vs TAP
-11.8%
-14.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -7.0% | -8.0% | +1.0% | -2.7% |
| 30D | +4.1% | +4.1% | 0.0% | +2.0% |
| 3M | -10.3% | -4.4% | -6.0% | -8.2% |
| 6M | +1.7% | -1.9% | +3.6% | +2.2% |
| YTD | -29.1% | -12.1% | -17.0% | -23.0% |
| 1Y | -26.0% | -12.0% | -13.9% | -19.7% |
| All | -26.0% | -11.8% | -14.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling