+7,621.0%
MTB vs TAP
+806.5%
+6,814.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.0% | -8.0% | +6.0% | -0.3% |
| 30D | +0.1% | +4.1% | -3.9% | -0.8% |
| 3M | -12.1% | -4.4% | -7.8% | -11.5% |
| 6M | +7.3% | -1.9% | +9.2% | +7.3% |
| YTD | +11.5% | -12.1% | +23.6% | +13.7% |
| 1Y | +21.3% | -12.0% | +33.3% | +23.5% |
| 3Y | +104.1% | -25.0% | +129.2% | +113.2% |
| 5Y | +61.8% | -1.1% | +62.9% | +58.9% |
| 10Y | +115.4% | -47.6% | +163.0% | +128.4% |
| All | +7,621.0% | +806.5% | +6,814.5% | +6,415.7% |
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