+275.3%
TMUS vs MDT
+210.2%
+65.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.2% |
| 7D | +3.6% | +5.4% | -1.9% | +1.0% |
| 30D | -3.4% | +19.1% | -22.4% | -10.9% |
| 3M | -9.5% | +19.5% | -28.9% | -16.8% |
| 6M | -15.2% | +33.5% | -48.6% | -26.3% |
| YTD | -18.9% | +8.7% | -27.6% | -23.0% |
| 1Y | -17.7% | +16.8% | -34.5% | -24.6% |
| 3Y | +15.6% | +53.0% | -37.3% | -8.5% |
| 5Y | +38.9% | -2.9% | +41.8% | +34.8% |
| 10Y | +245.3% | +61.4% | +183.8% | +142.6% |
| All | +275.3% | +210.2% | +65.1% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling