+39.1%
TMUS vs MET
+69.5%
-30.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +5.3% | +1.4% | +3.8% | +4.9% |
| 3M | +3.1% | +17.7% | -14.6% | -0.1% |
| 6M | -16.5% | +35.0% | -51.4% | -21.1% |
| YTD | -9.2% | +26.3% | -35.4% | -13.2% |
| 1Y | -26.5% | +22.8% | -49.3% | -29.4% |
| All | +39.1% | +69.5% | -30.4% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling