+199.5%
MCHP vs TMUS
+330.9%
-131.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +2.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -6.0% | +3.5% | -9.6% | -7.6% |
| 3M | -19.7% | -1.3% | -18.4% | -20.5% |
| 6M | +14.0% | -13.6% | +27.6% | +19.2% |
| YTD | +18.4% | -8.8% | +27.2% | +20.0% |
| 1Y | +17.1% | -22.9% | +40.0% | +27.9% |
| 3Y | +0.7% | +36.7% | -36.0% | -22.3% |
| 5Y | +5.1% | +46.6% | -41.5% | -23.3% |
| All | +199.5% | +330.9% | -131.5% | +42.9% |
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