-26.9%
TMUS vs MULL
+1,100.2%
-1,127.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.3% | -8.2% | +4.7% |
| 7D | +5.3% | -27.1% | +32.4% | +4.3% |
| 30D | +13.5% | -54.2% | +67.8% | +10.7% |
| 3M | -4.2% | -42.0% | +37.7% | -5.5% |
| 6M | -11.9% | -43.5% | +31.6% | -11.7% |
| YTD | -15.6% | +199.9% | -215.5% | -11.7% |
| 1Y | -16.8% | +292.8% | -309.6% | -12.7% |
| All | -26.9% | +1,100.2% | -1,127.1% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling