+272.0%
TMUS vs MLM
+395.3%
-123.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +2.7% |
| 7D | +9.0% | -1.2% | +10.3% | +9.5% |
| 30D | -3.2% | +7.9% | -11.2% | -5.8% |
| 3M | -6.9% | -4.5% | -2.4% | -5.7% |
| 6M | -16.4% | -12.6% | -3.8% | -13.0% |
| YTD | -19.6% | -14.9% | -4.8% | -16.3% |
| 1Y | -19.9% | -13.1% | -6.8% | -17.3% |
| 3Y | +14.5% | +21.2% | -6.7% | +3.0% |
| 5Y | +37.7% | +32.0% | +5.7% | +17.2% |
| 10Y | +242.2% | +195.3% | +46.9% | +94.2% |
| All | +272.0% | +395.3% | -123.3% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling