-26.5%
TMUS vs MTB
+23.4%
-49.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +5.3% | -4.2% | +9.4% | +5.4% |
| 3M | +3.1% | +8.9% | -5.7% | +4.6% |
| 6M | -16.5% | +10.9% | -27.3% | -15.1% |
| YTD | -9.2% | +21.5% | -30.6% | -7.9% |
| 1Y | -26.5% | +21.9% | -48.4% | -23.3% |
| All | -26.5% | +23.4% | -49.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling