+2,968.0%
MPC vs TCOM
+122.4%
+2,845.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -16.2% | +12.1% | -28.3% | -18.2% |
| 30D | -15.7% | +16.5% | -32.2% | -18.5% |
| 3M | +24.9% | -4.0% | +28.9% | +25.5% |
| 6M | +52.7% | -18.5% | +71.2% | +57.9% |
| YTD | +131.9% | -38.3% | +170.2% | +151.9% |
| 1Y | +96.6% | -36.6% | +133.2% | +112.2% |
| 3Y | +163.8% | +31.1% | +132.6% | +132.9% |
| 5Y | +533.1% | +47.6% | +485.5% | +405.0% |
| 10Y | +1,118.6% | +5.1% | +1,113.6% | +890.2% |
| All | +2,968.0% | +122.4% | +2,845.6% | +2,382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling