+177.0%
TMUS vs MDB
+848.0%
-671.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | +3.6% | -11.4% | +14.9% | +4.2% |
| 30D | -3.4% | -13.8% | +10.5% | -2.8% |
| 3M | -9.5% | -15.5% | +6.0% | -9.3% |
| 6M | -15.2% | +17.9% | -33.1% | -17.3% |
| YTD | -18.9% | -25.5% | +6.5% | -18.9% |
| 1Y | -17.7% | -12.1% | -5.6% | -18.9% |
| 3Y | +15.6% | -5.9% | +21.5% | +9.5% |
| 5Y | +38.9% | -43.7% | +82.6% | +32.3% |
| All | +177.0% | +848.0% | -671.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling