-19.1%
MXL vs TAP
+0.6%
-19.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -5.1% |
| 7D | +13.4% | +1.3% | +12.2% | +13.6% |
| 30D | -29.2% | +5.7% | -35.0% | -28.9% |
| 3M | -27.2% | -1.9% | -25.3% | -26.6% |
| 6M | -36.4% | +0.9% | -37.4% | -36.1% |
| YTD | +220.0% | -9.5% | +229.5% | +226.2% |
| 1Y | +304.8% | -9.0% | +313.7% | +311.5% |
| 3Y | +238.5% | -22.2% | +260.7% | +251.1% |
| All | -19.1% | +0.6% | -19.7% | -20.4% |
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