+883.3%
MCD vs TMUS
+306.1%
+577.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +8.0% | +9.0% | -1.0% | +6.7% |
| 30D | +19.6% | -3.2% | +22.8% | +19.9% |
| 3M | +2.2% | -6.9% | +9.1% | +2.9% |
| 6M | -1.1% | -16.4% | +15.3% | +0.8% |
| YTD | -7.2% | -19.6% | +12.4% | -5.0% |
| 1Y | -6.7% | -19.9% | +13.2% | -4.5% |
| 3Y | +11.6% | +14.5% | -2.9% | +8.3% |
| 5Y | +22.6% | +37.7% | -15.0% | +15.6% |
| 10Y | +218.4% | +242.2% | -23.8% | +168.1% |
| All | +883.3% | +306.1% | +577.2% | +622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling