+23.0%
TMUS vs MXL
+262.9%
-239.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.5% | +2.2% |
| 7D | +8.2% | +5.5% | +2.7% | +8.4% |
| 30D | +13.4% | -32.6% | +46.0% | +12.3% |
| 3M | -3.0% | -13.1% | +10.1% | -3.1% |
| 6M | -8.8% | -41.4% | +32.6% | -9.2% |
| YTD | -13.8% | +243.9% | -257.8% | -13.4% |
| 1Y | -17.1% | +305.1% | -322.1% | -16.8% |
| All | +23.0% | +262.9% | -239.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling