+995.4%
MU vs TAP
-24.3%
+1,019.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +11.7% |
| 7D | +2.0% | -8.0% | +10.0% | -0.3% |
| 30D | -18.0% | +4.1% | -22.0% | -16.7% |
| 3M | -6.6% | -4.4% | -2.2% | -6.6% |
| 6M | +2.0% | -1.9% | +4.0% | +3.2% |
| YTD | +184.5% | -12.1% | +196.5% | +187.2% |
| 1Y | +236.9% | -12.0% | +248.9% | +239.7% |
| All | +995.4% | -24.3% | +1,019.7% | +1,025.6% |
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