+2,330.7%
MULL vs TAP
-31.2%
+2,361.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.4% |
| 7D | +3.6% | -5.3% | +8.9% | +0.6% |
| 30D | +22.0% | -7.4% | +29.4% | +17.4% |
| 3M | -8.6% | -4.9% | -3.7% | -8.8% |
| 6M | +248.5% | -14.2% | +262.7% | +249.7% |
| YTD | +516.3% | -14.8% | +531.1% | +515.6% |
| 1Y | +2,036.6% | -18.1% | +2,054.7% | +2,053.7% |
| All | +2,330.7% | -31.2% | +2,361.9% | +2,283.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling