+11.2%
MCD vs TMUS
+14.4%
-3.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +8.0% | +9.0% | -1.0% | +6.3% |
| 30D | +19.6% | -3.2% | +22.8% | +19.9% |
| 3M | +2.2% | -6.9% | +9.1% | +3.1% |
| 6M | -1.1% | -16.4% | +15.3% | +1.6% |
| YTD | -7.2% | -19.6% | +12.4% | -4.1% |
| 1Y | -6.7% | -19.9% | +13.2% | -3.5% |
| All | +11.2% | +14.4% | -3.3% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling