+180.6%
MPC vs TCOM
+7.1%
+173.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +5.4% | -9.5% | +15.0% | +6.1% |
| 30D | +31.0% | -10.7% | +41.7% | +31.9% |
| 3M | +46.0% | -14.6% | +60.7% | +47.3% |
| 6M | +77.3% | -19.3% | +96.6% | +79.4% |
| YTD | +141.9% | -42.9% | +184.9% | +152.4% |
| 1Y | +120.9% | -43.8% | +164.7% | +130.7% |
| All | +180.6% | +7.1% | +173.6% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling