+1,135.3%
MPC vs TSEM
+920.4%
+214.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +1.8% |
| 7D | +2.6% | +6.8% | -4.2% | +1.0% |
| 30D | -12.2% | -26.6% | +14.4% | -7.3% |
| 3M | +20.1% | -36.3% | +56.4% | +29.3% |
| 6M | +60.6% | -30.6% | +91.2% | +62.5% |
| YTD | +150.6% | +35.3% | +115.3% | +104.8% |
| 1Y | +104.7% | +59.2% | +45.4% | +58.5% |
| 3Y | +194.5% | +547.7% | -353.2% | +38.6% |
| 5Y | +582.3% | +337.5% | +244.7% | +248.7% |
| 10Y | +1,135.3% | +887.4% | +247.9% | +342.3% |
| All | +1,135.3% | +920.4% | +214.9% | +342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling