+211.3%
MCD vs TMUS
+260.7%
-49.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.4% | +0.7% |
| 7D | +5.9% | +5.3% | +0.6% | +4.5% |
| 30D | +19.6% | +13.5% | +6.1% | +15.5% |
| 3M | +3.3% | -4.2% | +7.5% | +3.8% |
| 6M | +3.5% | -11.9% | +15.4% | +5.9% |
| YTD | -6.1% | -15.6% | +9.5% | -3.1% |
| 1Y | -3.7% | -16.8% | +13.1% | -0.3% |
| 3Y | +13.4% | +20.8% | -7.4% | +3.5% |
| 5Y | +25.2% | +48.0% | -22.9% | +5.9% |
| 10Y | +211.3% | +234.7% | -23.5% | +119.6% |
| All | +211.3% | +260.7% | -49.5% | +119.6% |
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