+1,987.3%
MCO vs TCOM
+2,536.0%
-548.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | -7.3% | -6.5% | -0.8% | -6.1% |
| 30D | -1.7% | -16.2% | +14.5% | +1.8% |
| 3M | +3.9% | -19.3% | +23.2% | +8.1% |
| 6M | +3.8% | -27.2% | +31.0% | +10.1% |
| YTD | -7.9% | -46.2% | +38.3% | +3.2% |
| 1Y | -6.8% | -46.6% | +39.8% | +4.4% |
| 3Y | +40.9% | +8.4% | +32.6% | +31.6% |
| 5Y | +27.5% | +25.8% | +1.7% | +7.9% |
| 10Y | +381.4% | -11.9% | +393.3% | +310.8% |
| All | +1,987.3% | +2,536.0% | -548.8% | +802.3% |
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