+320.5%
TMUS vs MTZ
+1,911.8%
-1,591.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +5.3% | -11.1% | +16.3% | +7.3% |
| 3M | +3.1% | -36.7% | +39.8% | +10.1% |
| 6M | -16.5% | -21.9% | +5.5% | -15.3% |
| YTD | -9.2% | +9.1% | -18.3% | -14.4% |
| 1Y | -26.5% | +30.0% | -56.4% | -33.8% |
| 3Y | +39.0% | +138.5% | -99.4% | +4.2% |
| 5Y | +40.4% | +158.3% | -118.0% | -0.6% |
| 10Y | +303.7% | +700.8% | -397.1% | +91.7% |
| All | +320.5% | +1,911.8% | -1,591.3% | +37.3% |
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