-13.9%
MP vs TAP
-2.5%
-11.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +11.0% | -6.3% | +17.3% | +11.9% |
| 30D | -11.7% | +2.7% | -14.4% | -12.4% |
| 3M | -30.8% | -3.7% | -27.1% | -30.6% |
| 6M | -42.9% | -2.0% | -40.9% | -43.3% |
| YTD | -25.9% | -12.3% | -13.5% | -25.0% |
| 1Y | -37.3% | -10.1% | -27.2% | -37.3% |
| 3Y | +150.7% | -25.3% | +175.9% | +161.0% |
| All | -13.9% | -2.5% | -11.4% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling