+1,211.6%
MULL vs TAP
-26.9%
+1,238.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.4% | -2.7% |
| 7D | +24.5% | +1.3% | +23.3% | +26.2% |
| 30D | -35.5% | +5.7% | -41.2% | -31.4% |
| 3M | -44.8% | -1.9% | -42.9% | -43.0% |
| 6M | -45.5% | +0.9% | -46.4% | -41.4% |
| YTD | +232.5% | -9.5% | +242.0% | +256.9% |
| 1Y | +343.3% | -9.0% | +352.2% | +372.7% |
| All | +1,211.6% | -26.9% | +1,238.5% | +1,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling