+210.4%
TMUS vs MDB
+1,017.4%
-807.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.2% |
| 7D | +0.1% | -17.4% | +17.5% | +1.2% |
| 30D | +5.3% | -2.0% | +7.3% | +5.2% |
| 3M | +3.1% | -3.0% | +6.1% | +2.9% |
| 6M | -16.5% | +48.7% | -65.1% | -19.4% |
| YTD | -9.2% | -12.1% | +3.0% | -9.5% |
| 1Y | -26.5% | +14.5% | -41.0% | -28.5% |
| 3Y | +39.0% | -6.1% | +45.2% | +33.2% |
| 5Y | +40.4% | -27.3% | +67.7% | +31.2% |
| All | +210.4% | +1,017.4% | -807.0% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling