+267.3%
MP vs TAP
+24.7%
+242.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | +2.3% | -8.0% | +10.3% | +3.7% |
| 30D | -15.3% | +4.1% | -19.4% | -16.2% |
| 3M | -33.5% | -4.4% | -29.2% | -33.2% |
| 6M | -45.5% | -1.9% | -43.6% | -46.0% |
| YTD | -27.3% | -12.1% | -15.2% | -26.5% |
| 1Y | -40.7% | -12.0% | -28.7% | -40.2% |
| 3Y | +145.9% | -25.0% | +170.9% | +155.9% |
| 5Y | -13.9% | -1.1% | -12.8% | -18.6% |
| All | +267.3% | +24.7% | +242.6% | +234.6% |
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