-23.2%
TMUS vs MULL
+2,620.5%
-2,643.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -2.2% |
| 7D | -5.3% | +14.8% | -20.1% | -4.8% |
| 30D | +0.1% | +36.6% | -36.5% | +1.4% |
| 3M | -0.6% | -8.9% | +8.3% | +0.7% |
| 6M | -17.5% | +311.9% | -329.5% | -12.2% |
| YTD | -11.3% | +579.8% | -591.1% | -4.9% |
| 1Y | -25.4% | +2,421.5% | -2,446.9% | -20.2% |
| All | -23.2% | +2,620.5% | -2,643.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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