+117.2%
MPC vs TSEM
+79.9%
+37.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -8.7% | +0.6% | -7.9% |
| 7D | -10.9% | -23.1% | +12.2% | -10.7% |
| 30D | -9.4% | -40.4% | +31.0% | -9.0% |
| 3M | +26.0% | -37.9% | +63.8% | +26.3% |
| 6M | +56.5% | -30.8% | +87.3% | +56.4% |
| YTD | +144.3% | +26.7% | +117.5% | +138.4% |
| 1Y | +117.2% | +80.5% | +36.8% | +103.2% |
| All | +117.2% | +79.9% | +37.4% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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