-26.7%
TMUS vs MULL
+1,070.1%
-1,096.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | +9.5% | -32.2% | +41.7% | +8.1% |
| 30D | +13.8% | -55.4% | +69.2% | +10.8% |
| 3M | -4.6% | -41.3% | +36.7% | -5.8% |
| 6M | -11.7% | -44.9% | +33.2% | -11.6% |
| YTD | -15.4% | +192.4% | -207.8% | -11.6% |
| 1Y | -16.1% | +239.4% | -255.6% | -12.2% |
| All | -26.7% | +1,070.1% | -1,096.8% | -25.9% |
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