-10.8%
MDLN vs TCOM
-43.0%
+32.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +3.7% | -9.5% | +13.2% | +4.0% |
| 30D | -0.2% | -10.7% | +10.5% | +0.1% |
| 3M | +6.2% | -14.6% | +20.8% | +6.5% |
| 6M | -14.7% | -19.3% | +4.7% | -14.1% |
| YTD | -12.9% | -42.9% | +30.1% | -11.5% |
| All | -10.8% | -43.0% | +32.3% | -9.4% |
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