+2,444.0%
MULL vs TAP
-30.5%
+2,474.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -5.3% |
| 7D | +14.0% | -2.3% | +16.3% | +12.5% |
| 30D | +24.8% | -9.4% | +34.2% | +18.6% |
| 3M | -16.1% | -0.8% | -15.3% | -15.3% |
| 6M | +330.9% | -14.7% | +345.6% | +335.8% |
| YTD | +545.0% | -13.9% | +558.9% | +547.9% |
| 1Y | +2,427.1% | -18.6% | +2,445.8% | +2,479.5% |
| All | +2,444.0% | -30.5% | +2,474.4% | +2,408.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling