+104.7%
MPC vs TSEM
+60.1%
+44.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +3.2% |
| 7D | +2.6% | +6.8% | -4.2% | +2.3% |
| 30D | -12.2% | -26.6% | +14.4% | -12.1% |
| 3M | +20.1% | -36.3% | +56.4% | +20.1% |
| 6M | +60.6% | -30.6% | +91.2% | +60.1% |
| YTD | +150.6% | +35.3% | +115.3% | +143.5% |
| 1Y | +104.7% | +59.2% | +45.4% | +92.1% |
| All | +104.7% | +60.1% | +44.6% | +92.1% |
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