+320.5%
TMUS vs MET
+194.1%
+126.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +5.3% | +1.4% | +3.8% | +4.8% |
| 3M | +3.1% | +17.7% | -14.6% | -2.1% |
| 6M | -16.5% | +35.0% | -51.4% | -24.4% |
| YTD | -9.2% | +26.3% | -35.4% | -16.3% |
| 1Y | -26.5% | +22.8% | -49.3% | -31.8% |
| 3Y | +39.0% | +65.9% | -26.9% | +14.7% |
| 5Y | +40.4% | +85.4% | -45.0% | +9.7% |
| 10Y | +303.7% | +253.7% | +50.0% | +137.8% |
| All | +320.5% | +194.1% | +126.4% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling