+41.0%
TMUS vs MET
+78.1%
-37.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +3.6% | -1.2% | +4.7% | +3.9% |
| 30D | -3.4% | +3.2% | -6.6% | -4.1% |
| 3M | -9.5% | -1.1% | -8.4% | -9.2% |
| 6M | -15.2% | +25.0% | -40.2% | -19.5% |
| YTD | -18.9% | +27.9% | -46.8% | -23.6% |
| 1Y | -17.7% | +32.9% | -50.6% | -23.3% |
| 3Y | +15.6% | +78.8% | -63.1% | -2.1% |
| All | +41.0% | +78.1% | -37.2% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling