-23.6%
TMUS vs MDT
+3.5%
-27.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +3.1% | +6.0% | -2.9% | +2.3% |
| 3M | +2.4% | +15.5% | -13.1% | +0.9% |
| 6M | -17.1% | +3.4% | -20.5% | -17.4% |
| YTD | -9.1% | -2.2% | -6.9% | -9.2% |
| 1Y | -23.6% | +2.6% | -26.2% | -26.7% |
| All | -23.6% | +3.5% | -27.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling