+235.4%
TMUS vs MLM
+190.7%
+44.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +2.2% |
| 7D | +9.0% | -1.2% | +10.3% | +9.3% |
| 30D | -3.2% | +7.9% | -11.2% | -5.0% |
| 3M | -6.9% | -4.5% | -2.4% | -6.0% |
| 6M | -16.4% | -12.6% | -3.8% | -14.0% |
| YTD | -19.6% | -14.9% | -4.8% | -17.2% |
| 1Y | -19.9% | -13.1% | -6.8% | -18.0% |
| 3Y | +14.5% | +21.2% | -6.7% | +5.9% |
| 5Y | +37.7% | +32.0% | +5.7% | +22.3% |
| All | +235.4% | +190.7% | +44.7% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling