+38.8%
TMUS vs MDY
+51.1%
-12.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +3.1% | -3.1% | +6.3% | +3.4% |
| 3M | +2.4% | +1.8% | +0.6% | +2.2% |
| 6M | -17.1% | +10.8% | -27.9% | -18.2% |
| YTD | -9.1% | +14.4% | -23.5% | -11.0% |
| 1Y | -23.6% | +15.2% | -38.8% | -25.4% |
| 3Y | +38.8% | +51.2% | -12.3% | +24.7% |
| All | +38.8% | +51.1% | -12.2% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling