+52.8%
TMUS vs MDY
+37.8%
+15.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +8.2% | +0.2% | +8.0% | +8.1% |
| 30D | +13.4% | +2.1% | +11.2% | +12.6% |
| 3M | -3.0% | -3.6% | +0.6% | -2.1% |
| 6M | -8.8% | +1.7% | -10.5% | -9.5% |
| YTD | -13.8% | +13.8% | -27.7% | -18.1% |
| 1Y | -17.1% | +15.5% | -32.6% | -21.7% |
| 3Y | +22.7% | +58.3% | -35.7% | -1.8% |
| 5Y | +52.8% | +37.4% | +15.4% | +31.6% |
| All | +52.8% | +37.8% | +15.1% | +31.6% |
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