+317.8%
TMUS vs MKC
+26.7%
+291.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -5.3% | -4.3% | -1.0% | -4.1% |
| 30D | +0.1% | -3.1% | +3.2% | +1.0% |
| 3M | -0.6% | +6.8% | -7.4% | -2.5% |
| 6M | -17.5% | -18.3% | +0.8% | -12.9% |
| YTD | -11.3% | -23.1% | +11.8% | -5.0% |
| 1Y | -25.4% | -23.7% | -1.7% | -20.1% |
| 3Y | +35.5% | -31.0% | +66.5% | +47.9% |
| 5Y | +41.9% | -33.5% | +75.4% | +54.6% |
| 10Y | +317.8% | +30.3% | +287.6% | +266.1% |
| All | +317.8% | +26.7% | +291.2% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling