+48.0%
TMUS vs MPC
+563.2%
-515.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +3.7% |
| 7D | +5.3% | -9.4% | +14.8% | +6.2% |
| 30D | +13.5% | -14.3% | +27.9% | +15.0% |
| 3M | -4.2% | +31.1% | -35.3% | -6.4% |
| 6M | -11.9% | +60.3% | -72.2% | -15.4% |
| YTD | -15.6% | +142.5% | -158.1% | -22.1% |
| 1Y | -16.8% | +104.6% | -121.4% | -22.0% |
| 3Y | +20.8% | +191.7% | -170.9% | +5.8% |
| 5Y | +48.0% | +549.2% | -501.2% | +8.8% |
| All | +48.0% | +563.2% | -515.2% | +8.8% |
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