+238.4%
TMUS vs MPWR
+1,560.2%
-1,321.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.6% |
| 30D | -3.4% | -16.5% | +13.2% | -1.6% |
| 3M | -9.5% | -12.3% | +2.8% | -8.7% |
| 6M | -15.2% | -27.7% | +12.6% | -13.2% |
| YTD | -18.9% | +32.0% | -50.9% | -25.0% |
| 1Y | -17.7% | +25.1% | -42.8% | -23.3% |
| 3Y | +15.6% | +146.5% | -130.8% | -12.7% |
| 5Y | +38.9% | +126.0% | -87.1% | -0.1% |
| All | +238.4% | +1,560.2% | -1,321.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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