+877.9%
MCD vs TMUS
+309.7%
+568.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +7.1% | +3.6% | +3.6% | +6.6% |
| 30D | +19.8% | -3.4% | +23.1% | +20.1% |
| 3M | +0.8% | -9.5% | +10.3% | +1.9% |
| 6M | -1.3% | -15.2% | +13.9% | +0.5% |
| YTD | -7.8% | -18.9% | +11.2% | -5.7% |
| 1Y | -5.0% | -17.7% | +12.7% | -3.0% |
| 3Y | +10.5% | +15.6% | -5.1% | +7.2% |
| 5Y | +22.0% | +38.9% | -16.9% | +14.8% |
| 10Y | +216.7% | +245.3% | -28.6% | +166.3% |
| All | +877.9% | +309.7% | +568.3% | +618.0% |
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