+215.7%
MXL vs TAP
-33.0%
+248.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.5% | +7.4% |
| 7D | +19.0% | -5.1% | +24.1% | +17.9% |
| 30D | +4.5% | -8.4% | +12.9% | +3.0% |
| 3M | -1.5% | -3.9% | +2.4% | -1.5% |
| 6M | +348.6% | -14.4% | +363.0% | +352.3% |
| YTD | +310.3% | -14.7% | +325.0% | +312.6% |
| 1Y | +344.7% | -18.7% | +363.4% | +349.7% |
| All | +215.7% | -33.0% | +248.8% | +226.6% |
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