+305.7%
TMUS vs MTZ
+743.7%
-438.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -5.8% | 0.0% | -5.7% | -5.8% |
| 30D | -0.2% | -14.8% | +14.6% | +1.3% |
| 3M | -4.0% | -30.8% | +26.8% | -1.5% |
| 6M | -18.1% | -22.6% | +4.5% | -17.7% |
| YTD | -11.3% | +6.8% | -18.2% | -14.9% |
| 1Y | -24.7% | +22.1% | -46.9% | -29.5% |
| 3Y | +35.4% | +153.1% | -117.7% | +9.7% |
| 5Y | +42.4% | +161.4% | -119.0% | +11.3% |
| All | +305.7% | +743.7% | -438.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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