+463.0%
MKC vs TCOM
+2,658.7%
-2,195.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | -4.3% | -7.6% | +3.3% | -3.9% |
| 30D | -2.0% | -12.2% | +10.2% | -1.3% |
| 3M | +10.0% | -14.2% | +24.2% | +10.8% |
| 6M | -18.5% | -25.0% | +6.5% | -17.3% |
| YTD | -22.4% | -43.7% | +21.3% | -20.2% |
| 1Y | -23.6% | -44.5% | +20.9% | -21.4% |
| 3Y | -30.4% | +13.4% | -43.9% | -32.0% |
| 5Y | -34.2% | +26.5% | -60.7% | -37.4% |
| 10Y | +26.8% | -10.3% | +37.1% | +20.3% |
| All | +463.0% | +2,658.7% | -2,195.6% | +319.2% |
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