+366.2%
MULL vs TAP
-11.8%
+378.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.7% | +24.7% | +22.9% |
| 7D | -2.5% | -8.0% | +5.5% | -14.7% |
| 30D | -40.1% | +4.1% | -44.1% | -33.7% |
| 3M | -28.2% | -4.4% | -23.8% | -28.4% |
| 6M | -39.6% | -1.9% | -37.6% | -32.2% |
| YTD | +262.6% | -12.1% | +274.7% | +303.6% |
| 1Y | +366.2% | -12.0% | +378.2% | +409.3% |
| All | +366.2% | -11.8% | +378.0% | +409.3% |
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