+3,971.9%
MU vs TAP
-49.3%
+4,021.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +6.0% |
| 7D | -22.0% | +0.5% | -22.5% | -22.3% |
| 30D | -36.6% | +9.1% | -45.7% | -38.2% |
| 3M | -21.7% | -3.8% | -17.9% | -21.6% |
| 6M | +3.5% | -3.4% | +7.0% | +2.4% |
| YTD | +141.9% | -10.6% | +152.6% | +142.5% |
| 1Y | +189.8% | -4.4% | +194.2% | +183.6% |
| 3Y | +855.4% | -24.4% | +879.7% | +886.1% |
| 5Y | +869.2% | +2.1% | +867.1% | +774.9% |
| All | +3,971.9% | -49.3% | +4,021.2% | +3,880.8% |
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 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