+8,310.1%
MTB vs TAP
+825.0%
+7,485.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | -4.2% | -2.1% | -2.0% | -3.8% |
| 3M | +8.9% | +6.6% | +2.3% | +7.2% |
| 6M | +10.9% | -11.5% | +22.4% | +13.3% |
| YTD | +21.5% | -10.3% | +31.7% | +23.5% |
| 1Y | +21.9% | -14.4% | +36.3% | +25.0% |
| 3Y | +109.2% | -28.3% | +137.5% | +120.9% |
| 5Y | +102.0% | +1.7% | +100.3% | +97.7% |
| 10Y | +171.9% | -49.2% | +221.1% | +189.4% |
| All | +8,310.1% | +825.0% | +7,485.0% | +6,981.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling