+136.1%
MCHP vs TMUS
+246.8%
-110.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -4.3% | +6.5% | -10.8% | -6.5% |
| 30D | -16.3% | +11.3% | -27.5% | -20.2% |
| 3M | -21.4% | -2.9% | -18.5% | -21.7% |
| 6M | -35.8% | -10.5% | -25.2% | -34.7% |
| YTD | -0.9% | -14.4% | +13.5% | +1.7% |
| 1Y | +14.5% | -17.9% | +32.4% | +19.7% |
| 3Y | -13.7% | +21.9% | -35.5% | -31.0% |
| 5Y | -16.9% | +52.1% | -69.1% | -42.5% |
| All | +136.1% | +246.8% | -110.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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