+49.3%
MRK vs TMUS
+38.6%
+10.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +15.5% | +3.1% | +12.3% | +15.1% |
| 3M | +25.1% | +2.4% | +22.7% | +24.3% |
| 6M | +30.1% | -17.1% | +47.2% | +32.8% |
| YTD | +43.1% | -9.1% | +52.2% | +44.2% |
| 1Y | +82.5% | -23.6% | +106.1% | +87.2% |
| 3Y | +49.3% | +38.8% | +10.5% | +32.4% |
| All | +49.3% | +38.6% | +10.7% | +32.4% |
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