+1,029.4%
MDB vs TCOM
-26.1%
+1,055.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -1.8% | -4.9% | +3.1% | -0.1% |
| 30D | -17.3% | -14.4% | -2.9% | -12.8% |
| 3M | +2.2% | -17.7% | +19.9% | +8.7% |
| 6M | +33.9% | -25.1% | +59.0% | +46.9% |
| YTD | -13.7% | -45.7% | +32.0% | +5.6% |
| 1Y | +9.1% | -47.9% | +56.9% | +35.1% |
| 3Y | -8.1% | +8.9% | -17.1% | -17.4% |
| 5Y | -25.9% | +26.9% | -52.7% | -42.3% |
| All | +1,029.4% | -26.1% | +1,055.5% | +847.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling