+215.1%
MDT vs TCOM
+2,658.7%
-2,443.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +0.4% | -7.6% | +8.0% | +1.3% |
| 30D | +6.0% | -12.2% | +18.2% | +7.6% |
| 3M | +15.5% | -14.2% | +29.7% | +17.4% |
| 6M | +3.4% | -25.0% | +28.4% | +6.7% |
| YTD | -2.2% | -43.7% | +41.5% | +4.1% |
| 1Y | +2.6% | -44.5% | +47.1% | +9.3% |
| 3Y | +27.5% | +13.4% | +14.1% | +21.3% |
| 5Y | -20.1% | +26.5% | -46.5% | -28.1% |
| 10Y | +39.1% | -10.3% | +49.3% | +25.5% |
| All | +215.1% | +2,658.7% | -2,443.6% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling