+309.1%
TMUS vs MDT
+39.9%
+269.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | +3.1% | +6.0% | -2.9% | +1.0% |
| 3M | +2.4% | +15.5% | -13.1% | -2.8% |
| 6M | -17.1% | +3.4% | -20.5% | -18.5% |
| YTD | -9.1% | -2.2% | -6.9% | -9.0% |
| 1Y | -23.6% | +2.6% | -26.2% | -25.0% |
| 3Y | +38.8% | +27.5% | +11.3% | +23.9% |
| 5Y | +43.0% | -20.1% | +63.0% | +52.6% |
| 10Y | +309.1% | +39.1% | +270.0% | +252.2% |
| All | +309.1% | +39.9% | +269.2% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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