+1,014.6%
MU vs TAP
+1.8%
+1,012.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +11.9% |
| 7D | +2.0% | -8.0% | +10.0% | +1.8% |
| 30D | -18.0% | +4.1% | -22.0% | -18.0% |
| 3M | -6.6% | -4.4% | -2.2% | -6.4% |
| 6M | +2.0% | -1.9% | +4.0% | +1.8% |
| YTD | +184.5% | -12.1% | +196.5% | +186.9% |
| 1Y | +236.9% | -12.0% | +248.9% | +239.2% |
| 3Y | +987.0% | -25.0% | +1,012.0% | +1,020.6% |
| 5Y | +1,014.6% | -1.1% | +1,015.7% | +881.7% |
| All | +1,014.6% | +1.8% | +1,012.8% | +881.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling