+1,079.5%
MPC vs TSEM
+779.3%
+300.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -2.2% |
| 7D | -16.2% | -17.5% | +1.3% | -12.9% |
| 30D | -15.7% | -44.7% | +29.0% | -5.7% |
| 3M | +24.9% | -38.9% | +63.8% | +35.3% |
| 6M | +52.7% | -36.7% | +89.3% | +57.1% |
| YTD | +131.9% | +17.0% | +114.9% | +95.5% |
| 1Y | +96.6% | +62.8% | +33.8% | +48.9% |
| 3Y | +163.8% | +471.3% | -307.5% | +27.4% |
| 5Y | +533.1% | +290.3% | +242.8% | +229.5% |
| All | +1,079.5% | +779.3% | +300.2% | +349.4% |
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