-12.5%
MCHP vs TMUS
+22.8%
-35.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +3.1% |
| 7D | -17.5% | +8.2% | -25.7% | -17.1% |
| 30D | -15.8% | +13.4% | -29.2% | -15.0% |
| 3M | -22.9% | -3.0% | -19.8% | -22.5% |
| 6M | -36.6% | -8.8% | -27.8% | -35.9% |
| YTD | -0.8% | -13.8% | +13.0% | -0.2% |
| 1Y | +16.5% | -17.1% | +33.6% | +17.6% |
| All | -12.5% | +22.8% | -35.3% | -18.5% |
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