+41.9%
TMUS vs MXL
+34.9%
+7.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.9% | -2.4% |
| 7D | -5.3% | +19.0% | -24.3% | -5.4% |
| 30D | +0.1% | +4.5% | -4.4% | 0.0% |
| 3M | -0.6% | -1.5% | +0.9% | -1.5% |
| 6M | -17.5% | +348.6% | -366.2% | -23.0% |
| YTD | -11.3% | +310.3% | -321.5% | -17.0% |
| 1Y | -25.4% | +344.7% | -370.1% | -30.7% |
| 3Y | +35.5% | +211.2% | -175.7% | +24.7% |
| 5Y | +41.9% | +34.8% | +7.1% | +39.1% |
| All | +41.9% | +34.9% | +7.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling