+20.4%
MCD vs TCOM
+26.3%
-5.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -2.0% | -7.6% | +5.6% | -1.7% |
| 30D | -6.1% | -12.2% | +6.1% | -5.6% |
| 3M | -7.3% | -14.2% | +7.0% | -6.6% |
| 6M | -20.9% | -25.0% | +4.1% | -20.0% |
| YTD | -14.7% | -43.7% | +29.0% | -12.6% |
| 1Y | -16.1% | -44.5% | +28.4% | -14.1% |
| 3Y | -1.5% | +13.4% | -14.9% | -3.2% |
| 5Y | +20.4% | +26.5% | -6.0% | +15.6% |
| All | +20.4% | +26.3% | -5.9% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling