-24.5%
MDB vs TCOM
+26.3%
-50.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | -18.0% | -7.6% | -10.4% | -15.6% |
| 30D | -10.7% | -12.2% | +1.5% | -6.4% |
| 3M | +1.0% | -14.2% | +15.2% | +6.2% |
| 6M | +31.6% | -25.0% | +56.6% | +45.4% |
| YTD | -15.2% | -43.7% | +28.5% | +3.9% |
| 1Y | +10.1% | -44.5% | +54.7% | +35.4% |
| 3Y | -5.6% | +13.4% | -19.1% | -18.4% |
| 5Y | -24.5% | +26.5% | -51.0% | -48.2% |
| All | -24.5% | +26.3% | -50.8% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling