+1,134.0%
MPC vs TCOM
-9.7%
+1,143.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | +3.9% | -7.6% | +11.5% | +5.7% |
| 30D | +33.8% | -12.2% | +46.0% | +37.6% |
| 3M | +49.9% | -14.2% | +64.1% | +54.2% |
| 6M | +80.9% | -25.0% | +105.9% | +91.4% |
| YTD | +147.4% | -43.7% | +191.1% | +177.8% |
| 1Y | +123.2% | -44.5% | +167.7% | +151.2% |
| 3Y | +171.7% | +13.4% | +158.3% | +141.6% |
| 5Y | +678.6% | +26.5% | +652.1% | +519.4% |
| 10Y | +1,134.0% | -10.3% | +1,144.3% | +837.7% |
| All | +1,134.0% | -9.7% | +1,143.8% | +837.7% |
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 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