+255.6%
MXL vs TAP
+38.7%
+216.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.1% | +10.1% | +7.5% |
| 7D | +15.5% | -2.3% | +17.8% | +16.3% |
| 30D | -11.3% | -9.4% | -1.9% | -8.4% |
| 3M | -16.1% | -0.8% | -15.3% | -17.9% |
| 6M | +323.0% | -14.7% | +337.8% | +336.9% |
| YTD | +281.5% | -13.9% | +295.5% | +290.0% |
| 1Y | +319.3% | -18.6% | +337.9% | +336.2% |
| 3Y | +189.4% | -32.0% | +221.4% | +215.9% |
| 5Y | +26.0% | -1.0% | +27.0% | +12.4% |
| 10Y | +243.5% | -51.4% | +294.8% | +298.6% |
| All | +255.6% | +38.7% | +216.9% | +92.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling