+79.1%
TMUS vs MP
+450.8%
-371.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.5% |
| 7D | +0.1% | -2.9% | +2.9% | +0.1% |
| 30D | +5.3% | +13.8% | -8.6% | +5.1% |
| 3M | +3.1% | -16.7% | +19.8% | +3.4% |
| 6M | -16.5% | -11.5% | -5.0% | -16.4% |
| YTD | -9.2% | +7.9% | -17.1% | -9.6% |
| 1Y | -26.5% | -15.0% | -11.4% | -26.6% |
| 3Y | +39.0% | +153.5% | -114.5% | +32.4% |
| 5Y | +40.4% | +58.7% | -18.3% | +35.5% |
| All | +79.1% | +450.8% | -371.7% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling