+2,812.9%
MMM vs TAP
+825.0%
+1,987.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | -2.3% | -1.0% | -2.9% |
| 30D | -7.0% | -2.1% | -4.9% | -6.7% |
| 3M | +10.8% | +6.6% | +4.2% | +9.2% |
| 6M | +5.8% | -11.5% | +17.3% | +8.0% |
| YTD | +6.8% | -10.3% | +17.0% | +8.6% |
| 1Y | +10.4% | -14.4% | +24.8% | +13.1% |
| 3Y | +104.7% | -28.3% | +133.0% | +115.6% |
| 5Y | +23.6% | +1.7% | +21.8% | +20.7% |
| 10Y | +54.1% | -49.2% | +103.3% | +64.6% |
| All | +2,812.9% | +825.0% | +1,987.9% | +1,973.0% |
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 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