-21.2%
TMUS vs MET
+35.0%
-56.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.4% |
| 7D | +7.5% | +3.9% | +3.6% | +6.2% |
| 30D | -3.3% | +6.8% | -10.2% | -4.9% |
| 3M | -9.7% | +7.7% | -17.3% | -11.3% |
| 6M | -17.2% | +32.9% | -50.1% | -19.6% |
| YTD | -20.3% | +33.9% | -54.2% | -22.3% |
| 1Y | -21.2% | +33.0% | -54.2% | -23.0% |
| All | -21.2% | +35.0% | -56.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling