+39.5%
TMUS vs MP
+154.2%
-114.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.4% |
| 7D | +0.1% | -2.9% | +2.9% | 0.0% |
| 30D | +5.3% | +13.8% | -8.6% | +5.6% |
| 3M | +3.1% | -16.7% | +19.8% | +3.1% |
| 6M | -16.5% | -11.5% | -5.0% | -16.2% |
| YTD | -9.2% | +7.9% | -17.1% | -8.9% |
| 1Y | -26.5% | -15.0% | -11.4% | -26.2% |
| All | +39.5% | +154.2% | -114.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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