+22.2%
TMUS vs MDB
-9.7%
+31.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.6% |
| 7D | +6.5% | +11.6% | -5.1% | +7.0% |
| 30D | +11.3% | -8.9% | +20.2% | +11.0% |
| 3M | -2.9% | -22.4% | +19.5% | -3.3% |
| 6M | -10.5% | +10.1% | -20.6% | -10.0% |
| YTD | -14.4% | -19.0% | +4.6% | -14.2% |
| 1Y | -17.9% | -7.0% | -10.9% | -17.5% |
| All | +22.2% | -9.7% | +31.9% | +21.0% |
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