+309.1%
TMUS vs MET
+247.1%
+62.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +3.1% | -2.3% | +5.5% | +3.9% |
| 3M | +2.4% | +13.9% | -11.5% | -1.5% |
| 6M | -17.1% | +34.8% | -51.9% | -24.4% |
| YTD | -9.1% | +23.5% | -32.6% | -15.1% |
| 1Y | -23.6% | +23.4% | -47.0% | -28.9% |
| 3Y | +38.8% | +64.9% | -26.0% | +15.5% |
| 5Y | +43.0% | +82.0% | -39.1% | +13.3% |
| 10Y | +309.1% | +244.4% | +64.7% | +138.3% |
| All | +309.1% | +247.1% | +62.0% | +138.3% |
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