+172.7%
MDY vs TCOM
-9.8%
+182.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.9% | -4.9% | +3.0% | -1.0% |
| 30D | -4.6% | -14.4% | +9.8% | -2.0% |
| 3M | -1.2% | -17.7% | +16.4% | +1.8% |
| 6M | +9.2% | -25.1% | +34.3% | +14.4% |
| YTD | +13.1% | -45.7% | +58.8% | +24.9% |
| 1Y | +13.0% | -47.9% | +60.9% | +25.7% |
| 3Y | +49.2% | +8.9% | +40.3% | +39.2% |
| 5Y | +47.2% | +26.9% | +20.4% | +25.6% |
| All | +172.7% | -9.8% | +182.5% | +127.0% |
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