+773.5%
MDY vs TCOM
+2,569.4%
-1,795.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.5% |
| 7D | -0.8% | -10.2% | +9.4% | +1.1% |
| 30D | -3.9% | -16.8% | +13.0% | -0.7% |
| 3M | 0.0% | -16.7% | +16.6% | +2.8% |
| 6M | +8.5% | -27.1% | +35.6% | +14.4% |
| YTD | +13.2% | -45.5% | +58.7% | +25.1% |
| 1Y | +15.0% | -45.9% | +60.9% | +27.2% |
| 3Y | +49.6% | +9.8% | +39.8% | +40.3% |
| 5Y | +46.0% | +23.8% | +22.2% | +26.3% |
| 10Y | +176.4% | -10.8% | +187.1% | +140.5% |
| All | +773.5% | +2,569.4% | -1,795.9% | +311.6% |
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