+21.6%
MCD vs TMUS
+40.3%
-18.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +1.9% | -0.8% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | +5.3% | -11.3% | -7.1% |
| 3M | -5.6% | +3.1% | -8.7% | -6.6% |
| 6M | -21.9% | -16.5% | -5.4% | -19.0% |
| YTD | -14.7% | -9.2% | -5.5% | -13.4% |
| 1Y | -17.3% | -26.5% | +9.2% | -11.8% |
| 3Y | -2.2% | +39.0% | -41.2% | -11.6% |
| All | +21.6% | +40.3% | -18.7% | +10.5% |
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