+320.5%
TMUS vs MDY
+454.6%
-134.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +5.3% | -1.5% | +6.7% | +6.3% |
| 3M | +3.1% | +0.8% | +2.4% | +2.1% |
| 6M | -16.5% | +7.4% | -23.9% | -21.7% |
| YTD | -9.2% | +15.2% | -24.4% | -19.7% |
| 1Y | -26.5% | +16.5% | -43.0% | -36.0% |
| 3Y | +39.0% | +46.8% | -7.8% | -3.0% |
| 5Y | +40.4% | +46.0% | -5.7% | -4.5% |
| 10Y | +303.7% | +172.1% | +131.6% | +48.3% |
| All | +320.5% | +454.6% | -134.2% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling