+167.0%
MPC vs TAP
-20.1%
+187.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.6% |
| 7D | -12.8% | +7.7% | -20.5% | -14.1% |
| 30D | -12.7% | +14.4% | -27.1% | -15.1% |
| 3M | +27.1% | +2.0% | +25.0% | +26.0% |
| 6M | +45.8% | +2.5% | +43.3% | +44.1% |
| YTD | +134.7% | -6.4% | +141.1% | +136.3% |
| 1Y | +106.0% | -2.3% | +108.4% | +104.4% |
| All | +167.0% | -20.1% | +187.1% | +179.1% |
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 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