+1,166.2%
MPC vs TCOM
+5.0%
+1,161.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +9.4% | -1.4% | +10.8% | +9.7% |
| 30D | -13.4% | +11.5% | -25.0% | -15.7% |
| 3M | +18.9% | -5.2% | +24.1% | +19.8% |
| 6M | +64.9% | -16.9% | +81.8% | +70.4% |
| YTD | +156.8% | -39.9% | +196.7% | +183.2% |
| 1Y | +113.2% | -42.1% | +155.2% | +137.1% |
| 3Y | +201.8% | +28.0% | +173.8% | +160.5% |
| 5Y | +601.4% | +40.4% | +561.0% | +443.0% |
| All | +1,166.2% | +5.0% | +1,161.3% | +835.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling