-21.2%
TMUS vs MDY
+17.5%
-38.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.3% |
| 7D | +7.5% | +1.7% | +5.8% | +8.2% |
| 30D | -3.3% | +1.2% | -4.5% | -2.8% |
| 3M | -9.7% | -3.5% | -6.2% | -10.7% |
| 6M | -17.2% | +3.5% | -20.7% | -15.8% |
| YTD | -20.3% | +13.6% | -33.9% | -16.8% |
| 1Y | -21.2% | +17.1% | -38.3% | -17.7% |
| All | -21.2% | +17.5% | -38.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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