-20.7%
MDLN vs TCOM
-45.8%
+25.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -11.1% | -4.9% | -6.2% | -10.9% |
| 30D | -8.4% | -14.4% | +6.0% | -7.9% |
| 3M | -12.4% | -17.7% | +5.3% | -12.1% |
| 6M | -23.3% | -25.1% | +1.8% | -22.4% |
| YTD | -22.5% | -45.7% | +23.2% | -21.2% |
| All | -20.7% | -45.8% | +25.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling