+320.5%
TMUS vs MTB
+288.1%
+32.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +5.3% | -4.2% | +9.4% | +6.6% |
| 3M | +3.1% | +8.9% | -5.7% | +0.5% |
| 6M | -16.5% | +10.9% | -27.3% | -19.3% |
| YTD | -9.2% | +21.5% | -30.6% | -15.0% |
| 1Y | -26.5% | +21.9% | -48.4% | -31.5% |
| 3Y | +39.0% | +109.2% | -70.2% | +5.9% |
| 5Y | +40.4% | +102.0% | -61.6% | +3.9% |
| 10Y | +303.7% | +171.9% | +131.8% | +141.0% |
| All | +320.5% | +288.1% | +32.4% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling