+298.8%
TMUS vs MDY
+448.0%
-149.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.2% |
| 7D | +8.2% | +0.2% | +8.0% | +7.9% |
| 30D | +13.4% | +2.1% | +11.2% | +11.3% |
| 3M | -3.0% | -3.6% | +0.6% | -0.7% |
| 6M | -8.8% | +1.7% | -10.5% | -10.7% |
| YTD | -13.8% | +13.8% | -27.7% | -23.4% |
| 1Y | -17.1% | +15.5% | -32.6% | -27.3% |
| 3Y | +22.7% | +58.3% | -35.7% | -19.8% |
| 5Y | +52.8% | +37.4% | +15.4% | +9.1% |
| 10Y | +244.6% | +171.0% | +73.7% | +26.2% |
| All | +298.8% | +448.0% | -149.2% | -7.9% |
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 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