+147.5%
MPC vs TEM
+98.6%
+49.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.5% |
| 7D | +2.6% | +5.1% | -2.5% | +2.3% |
| 30D | -12.2% | +16.8% | -29.0% | -12.9% |
| 3M | +20.1% | +42.6% | -22.6% | +17.5% |
| 6M | +60.6% | +63.9% | -3.3% | +55.5% |
| YTD | +150.6% | +34.5% | +116.1% | +144.1% |
| 1Y | +104.7% | +11.0% | +93.7% | +101.5% |
| All | +147.5% | +98.6% | +49.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling