+290.8%
TMUS vs MKC
+274.5%
+16.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.6% |
| 7D | +5.3% | -1.9% | +7.3% | +6.2% |
| 30D | +13.5% | +8.0% | +5.6% | +9.7% |
| 3M | -4.2% | -8.6% | +4.4% | -0.6% |
| 6M | -11.9% | +1.1% | -12.9% | -12.6% |
| YTD | -15.6% | -27.7% | +12.1% | -4.1% |
| 1Y | -16.8% | -23.7% | +6.9% | -7.8% |
| 3Y | +20.8% | -19.4% | +40.2% | +26.6% |
| 5Y | +48.0% | -33.3% | +81.4% | +64.7% |
| 10Y | +234.7% | +24.0% | +210.7% | +137.9% |
| All | +290.8% | +274.5% | +16.3% | +32.3% |
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 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