+41.0%
TMUS vs MDT
-2.9%
+43.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | +3.6% | +5.4% | -1.9% | +2.0% |
| 30D | -3.4% | +19.1% | -22.4% | -7.8% |
| 3M | -9.5% | +19.5% | -28.9% | -13.7% |
| 6M | -15.2% | +33.5% | -48.6% | -21.5% |
| YTD | -18.9% | +8.7% | -27.6% | -20.9% |
| 1Y | -17.7% | +16.8% | -34.5% | -21.6% |
| 3Y | +15.6% | +53.0% | -37.3% | +0.9% |
| All | +41.0% | -2.9% | +43.9% | +47.9% |
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