+599.7%
MCHP vs TMUS
+359.0%
+240.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -4.1% | +5.3% | -9.3% | -5.5% |
| 3M | -22.5% | +3.1% | -25.7% | -23.8% |
| 6M | +7.3% | -16.5% | +23.7% | +10.9% |
| YTD | +18.4% | -9.2% | +27.5% | +19.5% |
| 1Y | +18.1% | -26.5% | +44.6% | +25.5% |
| 3Y | -2.8% | +39.0% | -41.8% | -13.7% |
| 5Y | +5.5% | +40.4% | -34.9% | -7.0% |
| 10Y | +185.8% | +303.7% | -117.9% | +99.8% |
| All | +599.7% | +359.0% | +240.7% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling