+4,271.9%
MU vs TAP
-49.5%
+4,321.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.4% | +6.5% |
| 7D | -12.0% | -7.8% | -4.2% | -10.6% |
| 30D | -28.7% | +7.1% | -35.9% | -30.2% |
| 3M | -16.4% | -7.0% | -9.4% | -15.7% |
| 6M | -1.8% | -3.8% | +2.0% | -2.9% |
| YTD | +157.1% | -11.7% | +168.8% | +158.2% |
| 1Y | +208.5% | -10.1% | +218.6% | +207.5% |
| 3Y | +906.2% | -23.7% | +929.9% | +933.1% |
| 5Y | +893.4% | +2.9% | +890.5% | +792.4% |
| 10Y | +4,271.9% | -49.5% | +4,321.4% | +4,177.2% |
| All | +4,271.9% | -49.5% | +4,321.4% | +4,177.2% |
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