+237.8%
TMUS vs MXL
+161.9%
+75.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.4% |
| 7D | +4.9% | +13.4% | -8.5% | +4.3% |
| 30D | +7.7% | -29.2% | +36.9% | +8.9% |
| 3M | -6.8% | -27.2% | +20.4% | -6.5% |
| 6M | -9.7% | -36.4% | +26.7% | -10.4% |
| YTD | -15.0% | +220.0% | -235.0% | -28.4% |
| 1Y | -19.1% | +304.8% | -323.9% | -33.6% |
| 3Y | +21.4% | +238.5% | -217.1% | -6.0% |
| 5Y | +51.2% | -18.8% | +69.9% | +38.7% |
| All | +237.8% | +161.9% | +75.9% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling