+42.0%
TMUS vs MDT
-17.7%
+59.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.8% |
| 30D | +5.3% | +9.5% | -4.3% | +2.7% |
| 3M | +3.1% | +16.0% | -12.8% | -0.8% |
| 6M | -16.5% | +0.2% | -16.7% | -16.5% |
| YTD | -9.2% | -0.3% | -8.9% | -9.3% |
| 1Y | -26.5% | +4.7% | -31.2% | -27.8% |
| 3Y | +39.0% | +26.5% | +12.5% | +28.3% |
| All | +42.0% | -17.7% | +59.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling