+41.9%
TMUS vs MDY
+45.8%
-3.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | +0.1% | -3.9% | +4.0% | +1.3% |
| 3M | -0.6% | 0.0% | -0.6% | -0.7% |
| 6M | -17.5% | +8.5% | -26.1% | -20.0% |
| YTD | -11.3% | +13.2% | -24.5% | -15.5% |
| 1Y | -25.4% | +15.0% | -40.4% | -29.5% |
| 3Y | +35.5% | +49.6% | -14.1% | +11.5% |
| 5Y | +41.9% | +46.0% | -4.1% | +15.9% |
| All | +41.9% | +45.8% | -3.9% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling