+181.3%
MCD vs TCOM
-12.7%
+194.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.9% | -10.2% | +7.3% | -2.0% |
| 30D | -6.7% | -16.8% | +10.1% | -5.3% |
| 3M | -9.6% | -16.7% | +7.1% | -8.3% |
| 6M | -22.3% | -27.1% | +4.8% | -20.4% |
| YTD | -15.4% | -45.5% | +30.1% | -11.5% |
| 1Y | -16.8% | -45.9% | +29.1% | -12.9% |
| 3Y | -2.4% | +9.8% | -12.2% | -5.7% |
| 5Y | +19.4% | +23.8% | -4.4% | +10.6% |
| 10Y | +181.3% | -10.8% | +192.1% | +152.7% |
| All | +181.3% | -12.7% | +194.0% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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