-19.1%
TMUS vs MTZ
-7.9%
-11.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.8% |
| 7D | +4.9% | +5.0% | -0.1% | +5.6% |
| 30D | +7.7% | -6.0% | +13.7% | +6.7% |
| 3M | -6.8% | -36.1% | +29.3% | -14.0% |
| 6M | -9.7% | -56.9% | +47.2% | -22.2% |
| YTD | -15.0% | -15.9% | +1.0% | -15.8% |
| 1Y | -19.1% | -3.8% | -15.3% | -18.8% |
| All | -19.1% | -7.9% | -11.2% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling