+43.0%
TMUS vs MKC
-33.2%
+76.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -4.3% | +4.1% | +0.8% |
| 30D | +3.1% | -2.0% | +5.1% | +3.6% |
| 3M | +2.4% | +10.0% | -7.6% | +0.2% |
| 6M | -17.1% | -18.5% | +1.4% | -13.4% |
| YTD | -9.1% | -22.4% | +13.3% | -4.2% |
| 1Y | -23.6% | -23.6% | 0.0% | -19.3% |
| 3Y | +38.8% | -30.4% | +69.3% | +49.7% |
| 5Y | +43.0% | -34.2% | +77.1% | +47.3% |
| All | +43.0% | -33.2% | +76.2% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling