-8.6%
MCD vs TCOM
-41.5%
+32.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +16.0% | +11.5% | +4.5% | +15.0% |
| 3M | 0.0% | -5.2% | +5.2% | +0.1% |
| 6M | +0.9% | -16.9% | +17.9% | +1.4% |
| YTD | -8.7% | -39.9% | +31.2% | -8.1% |
| 1Y | -8.6% | -42.1% | +33.5% | -7.9% |
| All | -8.6% | -41.5% | +32.9% | -7.9% |
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