+240.8%
TMUS vs MTB
+122.1%
+118.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +13.8% | +1.4% | +12.4% | +13.5% |
| 3M | -4.6% | -11.6% | +7.0% | -2.3% |
| 6M | -11.7% | +5.4% | -17.1% | -12.5% |
| YTD | -15.4% | +11.7% | -27.1% | -17.4% |
| 1Y | -16.1% | +20.5% | -36.7% | -19.5% |
| 3Y | +20.5% | +104.5% | -84.1% | +2.0% |
| 5Y | +48.7% | +65.1% | -16.3% | +29.3% |
| 10Y | +240.8% | +119.5% | +121.3% | +173.4% |
| All | +240.8% | +122.1% | +118.7% | +173.4% |
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