+511.8%
TMUS vs MPC
+2,885.5%
-2,373.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.8% |
| 7D | +9.0% | -12.8% | +21.8% | +12.2% |
| 30D | -3.2% | -12.7% | +9.5% | -0.5% |
| 3M | -6.9% | +27.1% | -34.0% | -12.2% |
| 6M | -16.4% | +45.8% | -62.2% | -23.9% |
| YTD | -19.6% | +134.7% | -154.3% | -34.7% |
| 1Y | -19.9% | +106.0% | -126.0% | -33.1% |
| 3Y | +14.5% | +165.5% | -151.0% | -12.7% |
| 5Y | +37.7% | +540.9% | -503.2% | -18.7% |
| 10Y | +242.2% | +1,133.6% | -891.4% | +46.2% |
| All | +511.8% | +2,885.5% | -2,373.7% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling