+117.2%
MPC vs TCOM
-39.6%
+156.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.2% | -11.3% | -7.7% |
| 7D | -10.9% | +10.7% | -21.6% | -9.8% |
| 30D | -9.4% | +10.1% | -19.5% | -8.3% |
| 3M | +26.0% | -8.9% | +34.8% | +24.9% |
| 6M | +56.5% | -19.2% | +75.7% | +52.9% |
| YTD | +144.3% | -40.6% | +184.9% | +131.1% |
| 1Y | +117.2% | -39.0% | +156.3% | +103.7% |
| All | +117.2% | -39.6% | +156.9% | +103.7% |
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