-9.0%
MDB vs TCOM
-40.4%
+31.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +3.0% | +2.2% | +0.8% | +2.5% |
| 30D | -11.3% | +12.5% | -23.8% | -13.7% |
| 3M | -23.0% | -5.6% | -17.4% | -21.3% |
| 6M | +14.8% | -16.5% | +31.2% | +21.9% |
| YTD | -19.4% | -39.4% | +19.9% | -3.4% |
| 1Y | -9.0% | -41.0% | +32.0% | +10.5% |
| All | -9.0% | -40.4% | +31.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling