+339.4%
MXL vs TAP
-18.4%
+357.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.1% |
| 7D | +16.6% | -5.3% | +21.9% | +12.6% |
| 30D | +0.5% | -7.4% | +7.8% | -4.1% |
| 3M | -3.6% | -4.9% | +1.3% | -3.1% |
| 6M | +328.0% | -14.2% | +342.2% | +326.8% |
| YTD | +297.8% | -14.8% | +312.6% | +296.5% |
| 1Y | +339.4% | -18.1% | +357.5% | +316.3% |
| All | +339.4% | -18.4% | +357.8% | +316.3% |
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 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