+291.7%
TMUS vs MTZ
+1,433.8%
-1,142.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +1.0% |
| 7D | +9.5% | -8.7% | +18.2% | +10.8% |
| 30D | +13.8% | -15.0% | +28.8% | +16.5% |
| 3M | -4.6% | -32.6% | +28.0% | +1.7% |
| 6M | -11.7% | -56.3% | +44.7% | +0.2% |
| YTD | -15.4% | -16.8% | +1.4% | -16.8% |
| 1Y | -16.1% | -10.0% | -6.1% | -19.1% |
| 3Y | +20.5% | +267.1% | -246.6% | -19.2% |
| 5Y | +48.7% | +89.9% | -41.1% | +11.2% |
| 10Y | +240.8% | +442.2% | -201.5% | +74.6% |
| All | +291.7% | +1,433.8% | -1,142.2% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling