+163.8%
MPC vs TAP
-23.7%
+187.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.4% |
| 7D | -16.2% | +0.5% | -16.7% | -16.4% |
| 30D | -15.7% | +9.1% | -24.9% | -17.4% |
| 3M | +24.9% | -3.8% | +28.7% | +25.2% |
| 6M | +52.7% | -3.4% | +56.1% | +52.6% |
| YTD | +131.9% | -10.6% | +142.5% | +135.3% |
| 1Y | +96.6% | -4.4% | +101.0% | +95.2% |
| 3Y | +163.8% | -24.4% | +188.1% | +177.9% |
| All | +163.8% | -23.7% | +187.5% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling