+20.8%
MCD vs TMUS
+51.5%
-30.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +4.9% | -6.5% | -2.7% |
| 30D | +14.1% | +7.7% | +6.4% | +12.2% |
| 3M | +0.6% | -6.8% | +7.4% | +1.7% |
| 6M | 0.0% | -9.7% | +9.7% | +1.4% |
| YTD | -9.3% | -15.0% | +5.7% | -7.0% |
| 1Y | -9.3% | -19.1% | +9.8% | -5.9% |
| 3Y | +8.6% | +21.4% | -12.8% | +0.3% |
| All | +20.8% | +51.5% | -30.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling