+41.9%
TMUS vs MTZ
+162.0%
-120.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.4% |
| 7D | -5.3% | +2.3% | -7.6% | -5.3% |
| 30D | +0.1% | -10.3% | +10.4% | +0.2% |
| 3M | -0.6% | -31.8% | +31.2% | -0.4% |
| 6M | -17.5% | -19.2% | +1.6% | -18.3% |
| YTD | -11.3% | +10.7% | -22.0% | -13.9% |
| 1Y | -25.4% | +37.5% | -62.9% | -29.0% |
| 3Y | +35.5% | +162.4% | -126.8% | +20.3% |
| 5Y | +41.9% | +166.3% | -124.4% | +21.9% |
| All | +41.9% | +162.0% | -120.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling