+306.1%
TMUS vs MDY
+177.6%
+128.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | +0.1% | -3.9% | +4.0% | +2.0% |
| 3M | -0.6% | 0.0% | -0.6% | -0.8% |
| 6M | -17.5% | +8.5% | -26.1% | -21.4% |
| YTD | -11.3% | +13.2% | -24.5% | -17.6% |
| 1Y | -25.4% | +15.0% | -40.4% | -31.6% |
| 3Y | +35.5% | +49.6% | -14.1% | +4.3% |
| 5Y | +41.9% | +46.0% | -4.1% | +9.0% |
| All | +306.1% | +177.6% | +128.5% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling