+139.4%
MPC vs TEM
+101.4%
+38.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | -8.8% | +3.5% | -12.4% | -9.0% |
| 30D | -14.4% | +13.5% | -27.9% | -15.0% |
| 3M | +21.9% | +46.3% | -24.3% | +19.2% |
| 6M | +60.1% | +61.5% | -1.4% | +55.2% |
| YTD | +142.3% | +36.4% | +105.9% | +135.9% |
| 1Y | +101.7% | +12.2% | +89.5% | +98.5% |
| All | +139.4% | +101.4% | +38.0% | +124.5% |
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