+198.3%
MXL vs TAP
+45.9%
+152.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.4% |
| 7D | +13.4% | +1.3% | +12.2% | +12.8% |
| 30D | -29.2% | +5.7% | -35.0% | -31.5% |
| 3M | -27.2% | -1.9% | -25.3% | -28.3% |
| 6M | -36.4% | +0.9% | -37.4% | -39.2% |
| YTD | +220.0% | -9.5% | +229.5% | +215.5% |
| 1Y | +304.8% | -9.0% | +313.7% | +297.3% |
| 3Y | +238.5% | -22.2% | +260.7% | +243.3% |
| 5Y | -18.8% | +1.2% | -20.0% | -29.1% |
| 10Y | +163.1% | -46.1% | +209.2% | +186.4% |
| All | +198.3% | +45.9% | +152.4% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling