+83.0%
MMM vs TAP
-49.5%
+132.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.8% | -7.8% | +13.6% | +8.6% |
| 30D | +17.9% | +7.1% | +10.8% | +15.2% |
| 3M | +3.6% | -7.0% | +10.6% | +5.7% |
| 6M | +32.9% | -3.8% | +36.7% | +33.7% |
| YTD | +19.5% | -11.7% | +31.2% | +23.1% |
| 1Y | +16.5% | -10.1% | +26.7% | +19.2% |
| 3Y | +167.2% | -23.7% | +190.9% | +183.7% |
| 5Y | +48.2% | +2.9% | +45.3% | +39.0% |
| 10Y | +83.0% | -49.5% | +132.5% | +77.0% |
| All | +83.0% | -49.5% | +132.5% | +77.0% |
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