-16.4%
MLM vs TAP
-14.5%
-1.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | -6.8% | -2.1% | -4.7% | -6.5% |
| 3M | -11.2% | +6.6% | -17.8% | -11.4% |
| 6M | -21.8% | -11.5% | -10.3% | -21.4% |
| YTD | -17.0% | -10.3% | -6.7% | -17.2% |
| 1Y | -16.4% | -14.4% | -2.0% | -15.8% |
| All | -16.4% | -14.5% | -1.9% | -15.8% |
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