-19.1%
TMUS vs MLM
-16.0%
-3.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | +7.7% | +9.0% | -1.3% | +7.0% |
| 3M | -6.8% | -5.6% | -1.2% | -6.4% |
| 6M | -9.7% | -10.7% | +1.0% | -8.7% |
| YTD | -15.0% | -17.2% | +2.2% | -15.5% |
| 1Y | -19.1% | -14.2% | -4.9% | -19.3% |
| All | -19.1% | -16.0% | -3.2% | -19.3% |
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