+453.7%
MP vs TCOM
+55.3%
+398.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +3.0% | -7.6% | +10.7% | +5.5% |
| 30D | +8.3% | -12.2% | +20.6% | +12.5% |
| 3M | -3.8% | -14.2% | +10.4% | 0.0% |
| 6M | -4.9% | -25.0% | +20.1% | +3.2% |
| YTD | +9.6% | -43.7% | +53.3% | +28.0% |
| 1Y | -11.7% | -44.5% | +32.8% | +3.5% |
| 3Y | +158.5% | +13.4% | +145.1% | +134.8% |
| 5Y | +68.9% | +26.5% | +42.4% | +38.2% |
| All | +453.7% | +55.3% | +398.4% | +320.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling