+96.6%
MPC vs TEM
-5.3%
+101.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.2% |
| 7D | -16.2% | +5.3% | -21.5% | -16.1% |
| 30D | -15.7% | +8.1% | -23.8% | -15.6% |
| 3M | +24.9% | +64.9% | -40.0% | +24.4% |
| 6M | +52.7% | +42.1% | +10.5% | +52.4% |
| YTD | +131.9% | +28.8% | +103.1% | +128.7% |
| 1Y | +96.6% | +5.5% | +91.1% | +99.9% |
| All | +96.6% | -5.3% | +101.9% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling