+1,939.1%
MCD vs TCOM
+2,902.5%
-963.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +7.3% | +6.5% | +0.7% | +6.7% |
| 30D | +20.0% | +13.3% | +6.6% | +18.6% |
| 3M | +3.8% | -6.5% | +10.3% | +4.4% |
| 6M | +3.8% | -16.3% | +20.1% | +5.2% |
| YTD | -5.9% | -38.7% | +32.8% | -2.3% |
| 1Y | -3.2% | -40.1% | +36.9% | +0.7% |
| 3Y | +13.3% | +30.6% | -17.3% | +8.1% |
| 5Y | +25.2% | +45.8% | -20.6% | +14.7% |
| 10Y | +213.3% | +8.1% | +205.3% | +185.0% |
| All | +1,939.1% | +2,902.5% | -963.4% | +1,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling