+21.5%
MLM vs TAP
-20.1%
+41.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.7% |
| 7D | -1.2% | +7.7% | -8.9% | -2.8% |
| 30D | +7.9% | +14.4% | -6.5% | +4.8% |
| 3M | -4.5% | +2.0% | -6.5% | -5.0% |
| 6M | -12.6% | +2.5% | -15.1% | -13.3% |
| YTD | -14.9% | -6.4% | -8.4% | -14.6% |
| 1Y | -13.1% | -2.3% | -10.8% | -13.7% |
| All | +21.5% | -20.1% | +41.6% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling