+304.4%
TMUS vs MPC
+1,131.7%
-827.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +5.4% | -5.4% | -0.8% |
| 30D | +5.3% | +31.0% | -25.7% | +0.7% |
| 3M | +3.1% | +46.0% | -42.9% | -3.2% |
| 6M | -16.5% | +77.3% | -93.8% | -24.2% |
| YTD | -9.2% | +141.9% | -151.1% | -21.9% |
| 1Y | -26.5% | +120.9% | -147.4% | -36.1% |
| 3Y | +39.0% | +182.7% | -143.7% | +13.0% |
| 5Y | +40.4% | +646.4% | -606.1% | -7.7% |
| All | +304.4% | +1,131.7% | -827.4% | +121.3% |
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