-16.1%
TMUS vs MULL
+251.4%
-267.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | +9.5% | -32.2% | +41.7% | +7.4% |
| 30D | +13.8% | -55.4% | +69.2% | +9.4% |
| 3M | -4.6% | -41.3% | +36.7% | -6.4% |
| 6M | -11.7% | -44.9% | +33.2% | -10.9% |
| YTD | -15.4% | +192.4% | -207.8% | -5.7% |
| 1Y | -16.1% | +239.4% | -255.6% | -5.8% |
| All | -16.1% | +251.4% | -267.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling