+549.2%
MPC vs TAP
+2.3%
+547.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.8% |
| 7D | -9.4% | -7.8% | -1.6% | -8.0% |
| 30D | -14.3% | +7.1% | -21.4% | -15.9% |
| 3M | +31.1% | -7.0% | +38.1% | +32.5% |
| 6M | +60.3% | -3.8% | +64.1% | +60.3% |
| YTD | +142.5% | -11.7% | +154.2% | +146.7% |
| 1Y | +104.6% | -10.1% | +114.7% | +106.9% |
| 3Y | +191.7% | -23.7% | +215.4% | +208.2% |
| 5Y | +549.2% | +2.9% | +546.3% | +466.4% |
| All | +549.2% | +2.3% | +547.0% | +466.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling