+239.9%
TMUS vs MPC
+1,165.7%
-925.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.0% |
| 7D | +6.5% | +9.4% | -2.9% | +5.0% |
| 30D | +11.3% | -13.4% | +24.7% | +13.6% |
| 3M | -2.9% | +18.9% | -21.8% | -5.7% |
| 6M | -10.5% | +64.9% | -75.4% | -17.8% |
| YTD | -14.4% | +156.8% | -171.2% | -27.1% |
| 1Y | -17.9% | +113.2% | -131.1% | -28.0% |
| 3Y | +21.9% | +201.8% | -179.9% | -1.7% |
| 5Y | +52.1% | +601.4% | -549.2% | +2.2% |
| All | +239.9% | +1,165.7% | -925.8% | +97.5% |
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