+10.5%
MCD vs TMUS
+15.4%
-4.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +7.1% | +3.6% | +3.6% | +6.4% |
| 30D | +19.8% | -3.4% | +23.1% | +20.1% |
| 3M | +0.8% | -9.5% | +10.3% | +2.3% |
| 6M | -1.3% | -15.2% | +13.9% | +1.1% |
| YTD | -7.8% | -18.9% | +11.2% | -4.8% |
| 1Y | -5.0% | -17.7% | +12.7% | -2.3% |
| 3Y | +10.5% | +15.6% | -5.1% | -0.9% |
| All | +10.5% | +15.4% | -4.9% | -0.9% |
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