-38.5%
MP vs TAP
-12.8%
-25.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.4% |
| 7D | +2.3% | -8.0% | +10.3% | -1.4% |
| 30D | -15.3% | +4.1% | -19.4% | -13.1% |
| 3M | -33.5% | -4.4% | -29.2% | -34.5% |
| 6M | -45.5% | -1.9% | -43.6% | -44.3% |
| YTD | -27.3% | -12.1% | -15.2% | -27.4% |
| All | -38.5% | -12.8% | -25.7% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling