+21.4%
TMUS vs MDT
+57.0%
-35.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | +7.7% | +9.2% | -1.5% | +5.5% |
| 3M | -6.8% | +14.5% | -21.3% | -9.7% |
| 6M | -9.7% | +37.3% | -47.0% | -15.5% |
| YTD | -15.0% | +9.8% | -24.8% | -16.7% |
| 1Y | -19.1% | +10.5% | -29.7% | -21.1% |
| 3Y | +21.4% | +57.4% | -36.0% | +15.3% |
| All | +21.4% | +57.0% | -35.6% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling