+309.1%
TMUS vs MTB
+173.2%
+135.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | +2.8% | -3.0% | -0.8% |
| 30D | +3.1% | -4.2% | +7.3% | +4.0% |
| 3M | +2.4% | +7.8% | -5.4% | +1.0% |
| 6M | -17.1% | +14.8% | -31.9% | -19.3% |
| YTD | -9.1% | +20.8% | -29.9% | -12.6% |
| 1Y | -23.6% | +23.1% | -46.7% | -27.0% |
| 3Y | +38.8% | +114.8% | -76.0% | +16.1% |
| 5Y | +43.0% | +103.3% | -60.3% | +18.4% |
| 10Y | +309.1% | +173.0% | +136.1% | +192.6% |
| All | +309.1% | +173.2% | +135.9% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling