+275.3%
TMUS vs MET
+197.8%
+77.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +3.6% | -1.2% | +4.7% | +3.9% |
| 30D | -3.4% | +3.2% | -6.6% | -4.3% |
| 3M | -9.5% | -1.1% | -8.4% | -9.1% |
| 6M | -15.2% | +25.0% | -40.2% | -21.1% |
| YTD | -18.9% | +27.9% | -46.8% | -25.6% |
| 1Y | -17.7% | +32.9% | -50.6% | -25.5% |
| 3Y | +15.6% | +78.8% | -63.1% | -6.8% |
| 5Y | +38.9% | +79.6% | -40.7% | +9.8% |
| 10Y | +245.3% | +228.1% | +17.2% | +108.7% |
| All | +275.3% | +197.8% | +77.5% | +113.1% |
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 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