-17.1%
TMUS vs MPC
+107.1%
-124.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.6% |
| 7D | +8.2% | +2.6% | +5.6% | +7.9% |
| 30D | +13.4% | -12.2% | +25.6% | +14.2% |
| 3M | -3.0% | +20.1% | -23.1% | -3.4% |
| 6M | -8.8% | +60.6% | -69.4% | -10.0% |
| YTD | -13.8% | +150.6% | -164.4% | -15.4% |
| 1Y | -17.1% | +104.7% | -121.7% | -20.4% |
| All | -17.1% | +107.1% | -124.1% | -20.4% |
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