+15.6%
TMUS vs MDB
-9.9%
+25.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +1.0% |
| 7D | +3.6% | -11.4% | +14.9% | +3.1% |
| 30D | -3.4% | -13.8% | +10.5% | -3.8% |
| 3M | -9.5% | -15.5% | +6.0% | -9.8% |
| 6M | -15.2% | +17.9% | -33.1% | -14.6% |
| YTD | -18.9% | -25.5% | +6.5% | -19.0% |
| 1Y | -17.7% | -12.1% | -5.6% | -17.6% |
| 3Y | +15.6% | -5.9% | +21.5% | +13.8% |
| All | +15.6% | -9.9% | +25.5% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling