+254.1%
MP vs TCOM
+70.2%
+183.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.7% | +4.6% |
| 7D | -10.5% | +12.1% | -22.6% | -13.6% |
| 30D | -23.5% | +16.5% | -40.0% | -27.1% |
| 3M | -25.4% | -4.0% | -21.4% | -24.8% |
| 6M | -51.3% | -18.5% | -32.7% | -48.6% |
| YTD | -29.9% | -38.3% | +8.4% | -20.6% |
| 1Y | -31.8% | -36.6% | +4.8% | -23.4% |
| 3Y | +127.0% | +31.1% | +95.9% | +97.1% |
| 5Y | -3.3% | +47.6% | -50.9% | -24.1% |
| All | +254.1% | +70.2% | +183.9% | +160.6% |
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