+186.6%
MU vs TAP
-9.9%
+196.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -0.8% |
| 7D | -15.2% | -4.5% | -10.7% | -17.9% |
| 30D | -29.5% | +7.5% | -37.0% | -24.5% |
| 3M | -15.8% | -4.9% | -10.9% | -16.9% |
| 6M | -2.9% | -3.5% | +0.6% | +0.3% |
| YTD | +154.2% | -11.4% | +165.7% | +162.0% |
| 1Y | +186.6% | -10.8% | +197.4% | +190.7% |
| All | +186.6% | -9.9% | +196.5% | +190.7% |
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