-34.2%
MKC vs TAP
0.0%
-34.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.2% |
| 7D | -4.3% | -2.3% | -2.0% | -3.6% |
| 30D | -2.0% | -9.4% | +7.4% | +1.5% |
| 3M | +10.0% | -0.8% | +10.8% | +10.2% |
| 6M | -18.5% | -14.7% | -3.8% | -14.0% |
| YTD | -22.4% | -13.9% | -8.5% | -18.2% |
| 1Y | -23.6% | -18.6% | -5.0% | -18.2% |
| 3Y | -30.4% | -32.0% | +1.6% | -22.1% |
| 5Y | -34.2% | -1.0% | -33.2% | -33.2% |
| All | -34.2% | 0.0% | -34.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling