+1,747.7%
MCD vs TCOM
+2,694.8%
-947.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -9.5% | +6.7% | -2.0% |
| 30D | -6.0% | -10.7% | +4.7% | -5.1% |
| 3M | -5.6% | -14.6% | +9.0% | -4.4% |
| 6M | -21.9% | -19.3% | -2.5% | -20.5% |
| YTD | -14.7% | -42.9% | +28.2% | -10.8% |
| 1Y | -17.3% | -43.8% | +26.5% | -13.5% |
| 3Y | -2.2% | +2.1% | -4.3% | -4.6% |
| 5Y | +20.3% | +31.2% | -10.9% | +11.2% |
| 10Y | +180.7% | -13.9% | +194.6% | +160.4% |
| All | +1,747.7% | +2,694.8% | -947.0% | +1,080.0% |
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