+181.2%
MLM vs TAP
-49.3%
+230.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +8.2% | +9.1% | -1.0% | +4.9% |
| 3M | -3.6% | -3.8% | +0.2% | -2.6% |
| 6M | -15.6% | -3.4% | -12.1% | -15.0% |
| YTD | -16.4% | -10.6% | -5.8% | -14.3% |
| 1Y | -14.3% | -4.4% | -9.9% | -14.3% |
| 3Y | +19.3% | -24.4% | +43.7% | +27.1% |
| 5Y | +29.6% | +2.1% | +27.5% | +21.0% |
| All | +181.2% | -49.3% | +230.5% | +135.2% |
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 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