+195.2%
MCD vs TMUS
+246.8%
-51.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -1.6% | +6.5% | -8.1% | -3.3% |
| 30D | +16.0% | +11.3% | +4.8% | +12.6% |
| 3M | 0.0% | -2.9% | +2.8% | +0.1% |
| 6M | +0.9% | -10.5% | +11.5% | +2.9% |
| YTD | -8.7% | -14.4% | +5.7% | -6.2% |
| 1Y | -8.6% | -17.9% | +9.3% | -4.9% |
| 3Y | +9.9% | +21.9% | -12.0% | +0.1% |
| 5Y | +22.6% | +52.1% | -29.5% | +3.0% |
| All | +195.2% | +246.8% | -51.6% | +110.7% |
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