+240.8%
TMUS vs MET
+206.5%
+34.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | +9.5% | +1.8% | +7.7% | +8.9% |
| 30D | +13.8% | +4.8% | +9.0% | +12.2% |
| 3M | -4.6% | +6.2% | -10.8% | -6.3% |
| 6M | -11.7% | +33.8% | -45.5% | -19.2% |
| YTD | -15.4% | +33.3% | -48.7% | -22.8% |
| 1Y | -16.1% | +36.3% | -52.5% | -24.2% |
| 3Y | +20.5% | +84.6% | -64.1% | -3.1% |
| 5Y | +48.7% | +87.7% | -38.9% | +17.3% |
| 10Y | +240.8% | +198.0% | +42.8% | +111.5% |
| All | +240.8% | +206.5% | +34.3% | +111.5% |
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