+239.9%
TMUS vs MDT
+60.0%
+179.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +6.5% | -3.7% | +10.2% | +7.9% |
| 30D | +11.3% | +8.6% | +2.7% | +8.0% |
| 3M | -2.9% | +12.2% | -15.1% | -6.9% |
| 6M | -10.5% | +33.7% | -44.3% | -19.7% |
| YTD | -14.4% | +7.8% | -22.2% | -17.3% |
| 1Y | -17.9% | +8.9% | -26.8% | -21.1% |
| 3Y | +21.9% | +57.6% | -35.8% | +0.3% |
| 5Y | +52.1% | -0.7% | +52.8% | +49.2% |
| All | +239.9% | +60.0% | +179.9% | +172.7% |
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