-26.5%
TMUS vs MXL
+316.6%
-343.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -3.2% |
| 7D | +0.1% | +1.6% | -1.6% | +0.2% |
| 30D | +5.3% | -7.0% | +12.2% | +5.1% |
| 3M | +3.1% | -33.4% | +36.5% | +2.1% |
| 6M | -16.5% | +260.2% | -276.6% | -9.3% |
| YTD | -9.2% | +260.0% | -269.1% | -1.0% |
| 1Y | -26.5% | +303.5% | -330.0% | -18.7% |
| All | -26.5% | +316.6% | -343.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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