+206.1%
MLM vs TAP
-49.2%
+255.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.1% |
| 30D | -6.8% | -2.1% | -4.7% | -6.2% |
| 3M | -11.2% | +6.6% | -17.8% | -13.2% |
| 6M | -21.8% | -11.5% | -10.3% | -19.0% |
| YTD | -17.0% | -10.3% | -6.7% | -14.8% |
| 1Y | -16.4% | -14.4% | -2.0% | -13.1% |
| 3Y | +14.5% | -28.3% | +42.8% | +24.5% |
| 5Y | +41.7% | +1.7% | +40.0% | +32.6% |
| All | +206.1% | -49.2% | +255.3% | +185.4% |
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