+37.0%
MDT vs TCOM
-9.8%
+46.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.4% | -4.9% | +1.5% | -2.8% |
| 30D | +0.2% | -14.4% | +14.6% | +2.2% |
| 3M | +14.3% | -17.7% | +31.9% | +16.8% |
| 6M | +4.0% | -25.1% | +29.1% | +7.5% |
| YTD | -3.7% | -45.7% | +42.1% | +3.3% |
| 1Y | -0.4% | -47.9% | +47.5% | +7.3% |
| 3Y | +23.3% | +8.9% | +14.4% | +16.6% |
| 5Y | -18.9% | +26.9% | -45.7% | -28.4% |
| All | +37.0% | -9.8% | +46.8% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling