+1,362.4%
MU vs TAP
-28.0%
+1,390.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +9.0% | -2.3% | +11.3% | +8.5% |
| 30D | +13.8% | -2.1% | +16.0% | +13.5% |
| 3M | +2.1% | +6.6% | -4.5% | +3.1% |
| 6M | +153.8% | -11.5% | +165.3% | +155.5% |
| YTD | +256.4% | -10.3% | +266.7% | +258.3% |
| 1Y | +719.8% | -14.4% | +734.1% | +725.8% |
| All | +1,362.4% | -28.0% | +1,390.4% | +1,395.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling