+1,106.2%
MPC vs TCOM
+3.5%
+1,102.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | -9.4% | +7.4% | -16.9% | -11.0% |
| 30D | -14.3% | +13.2% | -27.5% | -16.8% |
| 3M | +31.1% | -4.6% | +35.7% | +32.0% |
| 6M | +60.3% | -16.4% | +76.7% | +65.4% |
| YTD | +142.5% | -38.8% | +181.3% | +166.3% |
| 1Y | +104.6% | -37.3% | +141.9% | +123.2% |
| 3Y | +191.7% | +31.4% | +160.3% | +150.3% |
| 5Y | +549.2% | +45.5% | +503.7% | +397.3% |
| 10Y | +1,106.2% | +4.6% | +1,101.6% | +792.9% |
| All | +1,106.2% | +3.5% | +1,102.7% | +792.9% |
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