+20.5%
TMUS vs MTZ
+277.9%
-257.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | 0.0% |
| 7D | +9.5% | -8.7% | +18.2% | +9.0% |
| 30D | +13.8% | -15.0% | +28.8% | +12.9% |
| 3M | -4.6% | -32.6% | +28.0% | -6.6% |
| 6M | -11.7% | -56.3% | +44.7% | -14.9% |
| YTD | -15.4% | -16.8% | +1.4% | -18.3% |
| 1Y | -16.1% | -10.0% | -6.1% | -19.2% |
| 3Y | +20.5% | +267.1% | -246.6% | +10.6% |
| All | +20.5% | +277.9% | -257.5% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling