+199.8%
MPC vs TSEM
+547.1%
-347.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +1.1% |
| 7D | +11.2% | +7.0% | +4.3% | +10.5% |
| 30D | -14.5% | -29.8% | +15.3% | -12.3% |
| 3M | +16.7% | -41.9% | +58.6% | +21.0% |
| 6M | +67.6% | -45.8% | +113.3% | +72.7% |
| YTD | +157.9% | +25.1% | +132.8% | +131.6% |
| 1Y | +116.7% | +48.2% | +68.4% | +87.6% |
| 3Y | +199.8% | +476.5% | -276.7% | +100.4% |
| All | +199.8% | +547.1% | -347.3% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling