+1,079.5%
MPC vs TAP
-49.3%
+1,128.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.8% |
| 7D | -16.2% | +0.5% | -16.7% | -16.8% |
| 30D | -15.7% | +9.1% | -24.9% | -19.5% |
| 3M | +24.9% | -3.8% | +28.7% | +25.6% |
| 6M | +52.7% | -3.4% | +56.1% | +52.2% |
| YTD | +131.9% | -10.6% | +142.5% | +137.4% |
| 1Y | +96.6% | -4.4% | +101.0% | +94.2% |
| 3Y | +163.8% | -24.4% | +188.1% | +186.0% |
| 5Y | +533.1% | +2.1% | +531.0% | +449.3% |
| All | +1,079.5% | -49.3% | +1,128.8% | +982.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling