-16.8%
MCD vs TCOM
-45.6%
+28.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -2.9% | -10.2% | +7.3% | -2.1% |
| 30D | -6.7% | -16.8% | +10.1% | -5.6% |
| 3M | -9.6% | -16.7% | +7.1% | -8.6% |
| 6M | -22.3% | -27.1% | +4.8% | -21.2% |
| YTD | -15.4% | -45.5% | +30.1% | -13.9% |
| 1Y | -16.8% | -45.9% | +29.1% | -15.1% |
| All | -16.8% | -45.6% | +28.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling