+228.8%
MU vs TAP
-7.2%
+236.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | 0.0% |
| 7D | +12.8% | +1.3% | +11.5% | +14.1% |
| 30D | -14.9% | +5.7% | -20.6% | -9.8% |
| 3M | -18.0% | -1.9% | -16.1% | -17.1% |
| 6M | -3.1% | +0.9% | -4.1% | +2.6% |
| YTD | +172.9% | -9.5% | +182.4% | +186.0% |
| 1Y | +228.8% | -9.0% | +237.8% | +240.5% |
| All | +228.8% | -7.2% | +236.1% | +240.5% |
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