+237.8%
TMUS vs MET
+197.3%
+40.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.9% | +4.5% | +0.4% | +3.5% |
| 30D | +7.7% | +3.5% | +4.2% | +6.6% |
| 3M | -6.8% | +5.9% | -12.7% | -8.4% |
| 6M | -9.7% | +33.1% | -42.7% | -17.2% |
| YTD | -15.0% | +33.6% | -48.5% | -22.5% |
| 1Y | -19.1% | +32.7% | -51.8% | -26.2% |
| 3Y | +21.4% | +85.0% | -63.6% | -2.4% |
| 5Y | +51.2% | +85.6% | -34.4% | +19.6% |
| All | +237.8% | +197.3% | +40.5% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling