+237.4%
MP vs TAP
+32.7%
+204.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.7% |
| 7D | -19.0% | +7.7% | -26.7% | -20.1% |
| 30D | -30.5% | +14.4% | -44.9% | -32.3% |
| 3M | -29.6% | +2.0% | -31.6% | -30.0% |
| 6M | -50.4% | +2.5% | -52.9% | -51.1% |
| YTD | -33.2% | -6.4% | -26.8% | -33.1% |
| 1Y | -38.6% | -2.3% | -36.3% | -39.3% |
| 3Y | +105.5% | -20.3% | +125.8% | +111.9% |
| 5Y | -7.8% | +6.9% | -14.7% | -14.0% |
| All | +237.4% | +32.7% | +204.7% | +204.5% |
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 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