+77.3%
MPC vs TCOM
-20.4%
+97.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.1% |
| 7D | +5.4% | -9.5% | +15.0% | +3.4% |
| 30D | +31.0% | -10.7% | +41.7% | +28.1% |
| 3M | +46.0% | -14.6% | +60.7% | +39.6% |
| 6M | +77.3% | -19.3% | +96.6% | +66.7% |
| All | +77.3% | -20.4% | +97.7% | +66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling