-34.6%
MP vs TCOM
-39.6%
+5.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.2% | -8.2% | -5.5% |
| 7D | -12.5% | +10.7% | -23.2% | -13.9% |
| 30D | -23.3% | +10.1% | -33.4% | -24.5% |
| 3M | -24.4% | -8.9% | -15.5% | -23.0% |
| 6M | -45.8% | -19.2% | -26.6% | -42.9% |
| YTD | -28.9% | -40.6% | +11.7% | -29.1% |
| 1Y | -34.6% | -39.0% | +4.5% | -37.1% |
| All | -34.6% | -39.6% | +5.0% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling