+304.4%
TMUS vs MPWR
+1,606.4%
-1,302.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +5.3% | -9.0% | +14.3% | +6.4% |
| 3M | +3.1% | -25.8% | +29.0% | +6.3% |
| 6M | -16.5% | +11.8% | -28.2% | -19.6% |
| YTD | -9.2% | +35.5% | -44.7% | -15.7% |
| 1Y | -26.5% | +45.3% | -71.8% | -33.1% |
| 3Y | +39.0% | +138.5% | -99.4% | +6.1% |
| 5Y | +40.4% | +152.8% | -112.4% | -2.2% |
| All | +304.4% | +1,606.4% | -1,302.1% | +22.8% |
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