+287.6%
MP vs TAP
+28.4%
+259.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.0% |
| 7D | +9.5% | +1.3% | +8.2% | +9.2% |
| 30D | -3.0% | +5.7% | -8.7% | -4.2% |
| 3M | -30.4% | -1.9% | -28.5% | -30.4% |
| 6M | -39.2% | +0.9% | -40.1% | -40.0% |
| YTD | -23.3% | -9.5% | -13.8% | -22.8% |
| 1Y | -32.6% | -9.0% | -23.7% | -32.5% |
| 3Y | +159.3% | -22.2% | +181.5% | +167.9% |
| 5Y | -16.4% | +1.2% | -17.7% | -21.3% |
| All | +287.6% | +28.4% | +259.2% | +251.5% |
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