+0.5%
MCHP vs TMUS
+38.6%
-38.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | -0.3% | +3.0% | +2.7% |
| 30D | -12.8% | +3.1% | -16.0% | -12.8% |
| 3M | -19.2% | +2.4% | -21.6% | -19.1% |
| 6M | +14.5% | -17.1% | +31.6% | +15.8% |
| YTD | +17.1% | -9.1% | +26.2% | +17.6% |
| 1Y | +15.3% | -23.6% | +38.9% | +18.3% |
| 3Y | +0.5% | +38.8% | -38.4% | -21.6% |
| All | +0.5% | +38.6% | -38.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling