-26.5%
TMUS vs MPC
+120.1%
-146.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +5.4% | -5.4% | 0.0% |
| 30D | +5.3% | +31.0% | -25.7% | +5.2% |
| 3M | +3.1% | +46.0% | -42.9% | +3.1% |
| 6M | -16.5% | +77.3% | -93.8% | -15.7% |
| YTD | -9.2% | +141.9% | -151.1% | -6.0% |
| 1Y | -26.5% | +120.9% | -147.4% | -26.0% |
| All | -26.5% | +120.1% | -146.6% | -26.0% |
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