+139.0%
MPC vs TEM
+61.6%
+77.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +0.9% | +4.5% | +5.4% |
| 30D | +31.0% | +38.4% | -7.4% | +28.6% |
| 3M | +46.0% | +23.7% | +22.4% | +43.8% |
| 6M | +77.3% | +26.0% | +51.3% | +73.9% |
| YTD | +141.9% | +9.4% | +132.5% | +138.6% |
| 1Y | +120.9% | -17.3% | +138.2% | +120.7% |
| All | +139.0% | +61.6% | +77.4% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling