+144.4%
MPC vs TEM
+60.7%
+83.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +3.9% | +3.2% | +0.6% | +3.7% |
| 30D | +33.8% | +23.5% | +10.2% | +32.1% |
| 3M | +49.9% | +32.3% | +17.5% | +47.1% |
| 6M | +80.9% | +23.0% | +57.9% | +77.7% |
| YTD | +147.4% | +8.9% | +138.6% | +144.1% |
| 1Y | +123.2% | -19.9% | +143.1% | +123.4% |
| All | +144.4% | +60.7% | +83.7% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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