+3,327.9%
MLM vs TAP
+947.5%
+2,380.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.7% | +1.7% |
| 7D | +9.1% | +9.9% | -0.8% | +6.8% |
| 30D | +14.6% | +18.1% | -3.5% | +10.4% |
| 3M | +0.3% | +3.2% | -2.9% | -0.6% |
| 6M | -7.5% | +8.4% | -15.9% | -9.4% |
| YTD | -10.2% | -4.4% | -5.8% | -10.0% |
| 1Y | -10.5% | +3.2% | -13.7% | -11.9% |
| 3Y | +27.8% | -18.6% | +46.4% | +31.4% |
| 5Y | +38.9% | +10.1% | +28.8% | +32.5% |
| 10Y | +211.4% | -45.2% | +256.6% | +227.0% |
| All | +3,327.9% | +947.5% | +2,380.5% | +2,683.4% |
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 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