+445.3%
MP vs TCOM
+57.4%
+387.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -2.9% | -9.5% | +6.7% | +0.1% |
| 30D | +13.8% | -10.7% | +24.5% | +17.6% |
| 3M | -16.7% | -14.6% | -2.1% | -13.2% |
| 6M | -11.5% | -19.3% | +7.8% | -6.1% |
| YTD | +7.9% | -42.9% | +50.9% | +25.5% |
| 1Y | -15.0% | -43.8% | +28.8% | -0.8% |
| 3Y | +153.5% | +2.1% | +151.4% | +137.6% |
| 5Y | +58.7% | +31.2% | +27.4% | +28.6% |
| All | +445.3% | +57.4% | +387.9% | +312.1% |
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 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