+265.1%
MU vs TAP
+4.4%
+260.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -10.0% | -4.8% |
| 7D | -19.1% | +9.9% | -29.1% | -12.8% |
| 30D | -25.2% | +18.1% | -43.4% | -15.0% |
| 3M | -10.9% | +3.2% | -14.1% | -6.6% |
| 6M | +38.0% | +8.4% | +29.6% | +50.9% |
| YTD | +178.8% | -4.4% | +183.2% | +201.0% |
| 1Y | +265.1% | +3.2% | +261.9% | +281.5% |
| All | +265.1% | +4.4% | +260.8% | +281.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling