-16.1%
TMUS vs MDB
-8.6%
-7.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.3% |
| 7D | +9.5% | -1.0% | +10.5% | +9.4% |
| 30D | +13.8% | -14.0% | +27.8% | +12.9% |
| 3M | -4.6% | -20.3% | +15.8% | -5.3% |
| 6M | -11.7% | +10.9% | -22.6% | -10.9% |
| YTD | -15.4% | -20.9% | +5.5% | -14.9% |
| 1Y | -16.1% | -11.2% | -4.9% | -16.4% |
| All | -16.1% | -8.6% | -7.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling