+37.7%
TMUS vs MPC
+551.6%
-513.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.2% |
| 7D | +9.0% | -12.8% | +21.8% | +10.2% |
| 30D | -3.2% | -12.7% | +9.5% | -2.1% |
| 3M | -6.9% | +27.1% | -34.0% | -8.7% |
| 6M | -16.4% | +45.8% | -62.2% | -19.1% |
| YTD | -19.6% | +134.7% | -154.3% | -25.6% |
| 1Y | -19.9% | +106.0% | -126.0% | -25.0% |
| 3Y | +14.5% | +165.5% | -151.0% | +1.7% |
| 5Y | +37.7% | +540.9% | -503.2% | +1.2% |
| All | +37.7% | +551.6% | -513.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling