+238.4%
TMUS vs MPC
+1,096.9%
-858.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +3.6% | -16.2% | +19.7% | +6.3% |
| 30D | -3.4% | -15.7% | +12.4% | -0.9% |
| 3M | -9.5% | +24.9% | -34.4% | -12.9% |
| 6M | -15.2% | +52.7% | -67.8% | -21.1% |
| YTD | -18.9% | +131.9% | -150.8% | -29.9% |
| 1Y | -17.7% | +96.6% | -114.3% | -27.0% |
| 3Y | +15.6% | +163.8% | -148.1% | -4.8% |
| 5Y | +38.9% | +533.1% | -494.2% | -5.4% |
| All | +238.4% | +1,096.9% | -858.5% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling