+475.1%
MULL vs TAP
+4.4%
+470.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.8% | -9.3% |
| 7D | -35.9% | +9.9% | -45.8% | -24.9% |
| 30D | -47.3% | +18.1% | -65.5% | -30.6% |
| 3M | -30.6% | +3.2% | -33.8% | -22.2% |
| 6M | +13.7% | +8.4% | +5.3% | +42.8% |
| YTD | +272.1% | -4.4% | +276.5% | +358.6% |
| 1Y | +475.1% | +3.2% | +471.8% | +562.9% |
| All | +475.1% | +4.4% | +470.7% | +562.9% |
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