+238.4%
TMUS vs MLM
+185.4%
+53.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | +3.6% | -4.1% | +7.7% | +4.6% |
| 30D | -3.4% | +8.2% | -11.5% | -5.2% |
| 3M | -9.5% | -3.6% | -5.9% | -8.8% |
| 6M | -15.2% | -15.6% | +0.4% | -12.0% |
| YTD | -18.9% | -16.4% | -2.5% | -16.1% |
| 1Y | -17.7% | -14.3% | -3.4% | -15.5% |
| 3Y | +15.6% | +19.3% | -3.7% | +7.3% |
| 5Y | +38.9% | +29.6% | +9.3% | +23.9% |
| All | +238.4% | +185.4% | +53.0% | +128.9% |
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