+296.2%
TMUS vs MKC
+263.0%
+33.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.2% |
| 7D | +6.5% | -7.3% | +13.8% | +10.0% |
| 30D | +11.3% | +4.0% | +7.3% | +9.2% |
| 3M | -2.9% | -11.5% | +8.6% | +2.2% |
| 6M | -10.5% | +1.1% | -11.6% | -11.3% |
| YTD | -14.4% | -29.9% | +15.5% | -1.4% |
| 1Y | -17.9% | -27.0% | +9.1% | -7.3% |
| 3Y | +21.9% | -22.3% | +44.2% | +29.8% |
| 5Y | +52.1% | -36.0% | +88.1% | +72.4% |
| 10Y | +242.4% | +24.2% | +218.2% | +141.3% |
| All | +296.2% | +263.0% | +33.1% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling