+1,330.3%
MULL vs TAP
-29.0%
+1,359.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.7% | +24.7% | +23.5% |
| 7D | -2.5% | -8.0% | +5.5% | -8.5% |
| 30D | -40.1% | +4.1% | -44.1% | -37.2% |
| 3M | -28.2% | -4.4% | -23.8% | -27.4% |
| 6M | -39.6% | -1.9% | -37.6% | -36.5% |
| YTD | +262.6% | -12.1% | +274.7% | +280.5% |
| 1Y | +366.2% | -12.0% | +378.2% | +386.9% |
| All | +1,330.3% | -29.0% | +1,359.3% | +1,373.2% |
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