+254.1%
MP vs TAP
+26.8%
+227.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.4% | +5.7% |
| 7D | -10.5% | +0.5% | -11.0% | -10.8% |
| 30D | -23.5% | +9.1% | -32.7% | -25.1% |
| 3M | -25.4% | -3.8% | -21.6% | -25.2% |
| 6M | -51.3% | -3.4% | -47.8% | -51.4% |
| YTD | -29.9% | -10.6% | -19.3% | -29.3% |
| 1Y | -31.8% | -4.4% | -27.4% | -32.7% |
| 3Y | +127.0% | -24.4% | +151.4% | +136.3% |
| 5Y | -3.3% | +2.1% | -5.4% | -9.1% |
| All | +254.1% | +26.8% | +227.3% | +221.8% |
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