+4,609.2%
MU vs TAP
-47.8%
+4,657.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +12.0% |
| 7D | +2.0% | -8.0% | +10.0% | +3.8% |
| 30D | -18.0% | +4.1% | -22.0% | -19.1% |
| 3M | -6.6% | -4.4% | -2.2% | -6.4% |
| 6M | +2.0% | -1.9% | +4.0% | +0.4% |
| YTD | +184.5% | -12.1% | +196.5% | +185.9% |
| 1Y | +236.9% | -12.0% | +248.9% | +237.9% |
| 3Y | +987.0% | -25.0% | +1,012.0% | +1,022.2% |
| 5Y | +1,014.6% | -1.1% | +1,015.7% | +915.2% |
| 10Y | +4,609.2% | -47.6% | +4,656.8% | +4,327.6% |
| All | +4,609.2% | -47.8% | +4,657.1% | +4,327.6% |
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