-8.8%
TMUS vs MKC
-1.3%
-7.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.6% |
| 7D | +8.2% | -7.0% | +15.2% | +12.3% |
| 30D | +13.4% | +4.1% | +9.3% | +10.7% |
| 3M | -3.0% | -10.3% | +7.3% | +1.4% |
| 6M | -8.8% | +1.7% | -10.5% | -9.5% |
| All | -8.8% | -1.3% | -7.5% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling