-21.6%
MDLN vs TCOM
-25.7%
+4.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.8% |
| 7D | -6.2% | -10.2% | +4.0% | -6.1% |
| 30D | +0.7% | -16.8% | +17.5% | +0.8% |
| 3M | -5.4% | -16.7% | +11.2% | -6.0% |
| 6M | -21.6% | -27.1% | +5.5% | -18.1% |
| All | -21.6% | -25.7% | +4.2% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling