+103.3%
MTB vs TAP
0.0%
+103.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.8% |
| 7D | +2.8% | -2.3% | +5.1% | +3.6% |
| 30D | -4.2% | -9.4% | +5.2% | -1.1% |
| 3M | +7.8% | -0.8% | +8.6% | +7.6% |
| 6M | +14.8% | -14.7% | +29.6% | +20.6% |
| YTD | +20.8% | -13.9% | +34.7% | +25.7% |
| 1Y | +23.1% | -18.6% | +41.7% | +30.6% |
| 3Y | +114.8% | -32.0% | +146.8% | +140.3% |
| 5Y | +103.3% | -1.0% | +104.3% | +69.8% |
| All | +103.3% | 0.0% | +103.3% | +69.8% |
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