-21.2%
TMUS vs MPC
+122.9%
-144.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.1% | +11.2% | +3.6% |
| 7D | +7.5% | -10.9% | +18.4% | +8.3% |
| 30D | -3.3% | -9.4% | +6.1% | -2.5% |
| 3M | -9.7% | +26.0% | -35.6% | -10.0% |
| 6M | -17.2% | +56.5% | -73.7% | -18.0% |
| YTD | -20.3% | +144.3% | -164.6% | -21.5% |
| 1Y | -21.2% | +117.2% | -138.4% | -23.1% |
| All | -21.2% | +122.9% | -144.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling