-22.9%
TMUS vs MXL
+366.1%
-388.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +3.3% |
| 7D | +0.4% | +18.9% | -18.4% | +1.3% |
| 30D | +3.5% | +0.3% | +3.2% | +3.7% |
| 3M | -1.3% | -8.0% | +6.7% | -1.3% |
| 6M | -13.6% | +341.2% | -354.9% | -5.2% |
| YTD | -8.8% | +327.8% | -336.6% | +0.3% |
| 1Y | -22.9% | +364.9% | -387.8% | -14.0% |
| All | -22.9% | +366.1% | -388.9% | -14.0% |
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