+34.8%
MXL vs TAP
-0.5%
+35.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.5% | +7.6% |
| 7D | +19.0% | -5.1% | +24.1% | +19.2% |
| 30D | +4.5% | -8.4% | +12.9% | +4.9% |
| 3M | -1.5% | -3.9% | +2.4% | -1.8% |
| 6M | +348.6% | -14.4% | +363.0% | +356.6% |
| YTD | +310.3% | -14.7% | +325.0% | +316.2% |
| 1Y | +344.7% | -18.7% | +363.4% | +355.5% |
| 3Y | +211.2% | -32.6% | +243.8% | +231.7% |
| 5Y | +34.8% | -1.4% | +36.3% | +23.7% |
| All | +34.8% | -0.5% | +35.4% | +23.7% |
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