-26.5%
TMUS vs MLM
-15.9%
-10.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.3% |
| 30D | +5.3% | -6.8% | +12.1% | +5.8% |
| 3M | +3.1% | -11.2% | +14.4% | +4.0% |
| 6M | -16.5% | -21.8% | +5.4% | -16.1% |
| YTD | -9.2% | -17.0% | +7.8% | -9.8% |
| 1Y | -26.5% | -16.4% | -10.1% | -26.7% |
| All | -26.5% | -15.9% | -10.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling