+3,393.7%
MKC vs TAP
+825.0%
+2,568.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.9% | -2.3% | -3.6% | -5.5% |
| 30D | -0.9% | -2.1% | +1.3% | -0.5% |
| 3M | +12.7% | +6.6% | +6.1% | +11.3% |
| 6M | -19.3% | -11.5% | -7.8% | -17.5% |
| YTD | -22.2% | -10.3% | -11.9% | -20.6% |
| 1Y | -23.3% | -14.4% | -9.0% | -21.2% |
| 3Y | -30.0% | -28.3% | -1.7% | -26.0% |
| 5Y | -33.8% | +1.7% | -35.5% | -34.6% |
| 10Y | +24.4% | -49.2% | +73.7% | +33.4% |
| All | +3,393.7% | +825.0% | +2,568.7% | +2,255.1% |
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