+2,581.4%
MULL vs TAP
-31.1%
+2,612.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +4.9% |
| 7D | +14.8% | -5.1% | +19.9% | +11.5% |
| 30D | +36.6% | -8.4% | +45.0% | +30.6% |
| 3M | -8.9% | -3.9% | -5.0% | -8.8% |
| 6M | +311.9% | -14.4% | +326.3% | +313.8% |
| YTD | +579.8% | -14.7% | +594.6% | +579.6% |
| 1Y | +2,421.5% | -18.7% | +2,440.2% | +2,451.8% |
| All | +2,581.4% | -31.1% | +2,612.5% | +2,531.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling