+42.0%
TMUS vs MLM
+41.9%
0.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.7% |
| 30D | +5.3% | -6.8% | +12.1% | +6.8% |
| 3M | +3.1% | -11.2% | +14.4% | +5.6% |
| 6M | -16.5% | -21.8% | +5.4% | -12.3% |
| YTD | -9.2% | -17.0% | +7.8% | -6.3% |
| 1Y | -26.5% | -16.4% | -10.1% | -24.4% |
| 3Y | +39.0% | +14.5% | +24.5% | +29.2% |
| All | +42.0% | +41.9% | 0.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling