+3,099.6%
MMM vs TAP
+821.1%
+2,278.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.5% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | +14.2% | +9.1% | +5.1% | +12.2% |
| 3M | +2.9% | -3.8% | +6.7% | +3.5% |
| 6M | +27.6% | -3.4% | +31.0% | +28.0% |
| YTD | +17.3% | -10.6% | +27.9% | +19.3% |
| 1Y | +15.1% | -4.4% | +19.5% | +15.4% |
| 3Y | +157.1% | -24.4% | +181.5% | +167.8% |
| 5Y | +45.1% | +2.1% | +43.0% | +41.5% |
| 10Y | +83.9% | -48.7% | +132.6% | +96.0% |
| All | +3,099.6% | +821.1% | +2,278.4% | +2,176.2% |
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