+123.2%
MPC vs TCOM
-44.5%
+167.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.2% |
| 7D | +3.9% | -7.6% | +11.5% | +3.2% |
| 30D | +33.8% | -12.2% | +46.0% | +32.3% |
| 3M | +49.9% | -14.2% | +64.1% | +47.8% |
| 6M | +80.9% | -25.0% | +105.9% | +77.4% |
| YTD | +147.4% | -43.7% | +191.1% | +138.7% |
| 1Y | +123.2% | -44.5% | +167.7% | +114.5% |
| All | +123.2% | -44.5% | +167.7% | +114.5% |
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