+170.4%
MTB vs TAP
-51.4%
+221.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.1% | -5.1% | +6.2% | +3.5% |
| 30D | -4.6% | -8.4% | +3.8% | -0.9% |
| 3M | +6.3% | -3.9% | +10.2% | +7.6% |
| 6M | +15.6% | -14.4% | +30.0% | +23.1% |
| YTD | +20.6% | -14.7% | +35.3% | +27.7% |
| 1Y | +22.5% | -18.7% | +41.2% | +32.2% |
| 3Y | +114.4% | -32.6% | +147.1% | +147.8% |
| 5Y | +101.9% | -1.4% | +103.3% | +83.6% |
| 10Y | +170.4% | -50.4% | +220.8% | +138.3% |
| All | +170.4% | -51.4% | +221.8% | +138.3% |
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