-39.6%
MULL vs TAP
-4.0%
-35.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.7% | +24.7% | +22.4% |
| 7D | -2.5% | -8.0% | +5.5% | -19.6% |
| 30D | -40.1% | +4.1% | -44.1% | -30.4% |
| 3M | -28.2% | -4.4% | -23.8% | -31.7% |
| 6M | -39.6% | -1.9% | -37.6% | -29.1% |
| All | -39.6% | -4.0% | -35.6% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling