+120.9%
MPC vs TAP
-14.5%
+135.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.4% | -2.3% | +7.8% | +5.4% |
| 30D | +31.0% | -2.1% | +33.1% | +30.8% |
| 3M | +46.0% | +6.6% | +39.4% | +45.9% |
| 6M | +77.3% | -11.5% | +88.8% | +77.7% |
| YTD | +141.9% | -10.3% | +152.2% | +143.3% |
| 1Y | +120.9% | -14.4% | +135.3% | +121.7% |
| All | +120.9% | -14.5% | +135.4% | +121.7% |
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