+96.6%
MPC vs TAP
-6.0%
+102.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -1.2% |
| 7D | -16.2% | +0.5% | -16.7% | -16.2% |
| 30D | -15.7% | +9.1% | -24.9% | -16.0% |
| 3M | +24.9% | -3.8% | +28.7% | +24.5% |
| 6M | +52.7% | -3.4% | +56.1% | +52.4% |
| YTD | +131.9% | -10.6% | +142.5% | +131.6% |
| 1Y | +96.6% | -4.4% | +101.0% | +92.7% |
| All | +96.6% | -6.0% | +102.6% | +92.7% |
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