+259.1%
MP vs TAP
+35.6%
+223.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.0% | -8.1% | -5.6% |
| 7D | -12.5% | +9.9% | -22.5% | -14.1% |
| 30D | -23.3% | +18.1% | -41.5% | -25.8% |
| 3M | -24.4% | +3.2% | -27.6% | -25.0% |
| 6M | -45.8% | +8.4% | -54.2% | -47.1% |
| YTD | -28.9% | -4.4% | -24.5% | -29.1% |
| 1Y | -34.6% | +3.2% | -37.8% | -36.3% |
| 3Y | +118.7% | -18.6% | +137.3% | +124.7% |
| 5Y | -3.1% | +10.1% | -13.2% | -10.1% |
| All | +259.1% | +35.6% | +223.5% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling