+193.4%
MCD vs TMUS
+244.6%
-51.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +4.9% | -6.5% | -2.9% |
| 30D | +14.1% | +7.7% | +6.4% | +11.7% |
| 3M | +0.6% | -6.8% | +7.4% | +1.9% |
| 6M | 0.0% | -9.7% | +9.7% | +1.7% |
| YTD | -9.3% | -15.0% | +5.7% | -6.6% |
| 1Y | -9.3% | -19.1% | +9.8% | -5.3% |
| 3Y | +8.6% | +21.4% | -12.8% | -1.0% |
| 5Y | +21.9% | +51.2% | -29.3% | +2.5% |
| All | +193.4% | +244.6% | -51.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling