+642.2%
MPC vs TSEM
+657.0%
-14.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -0.4% |
| 7D | +5.4% | +6.9% | -1.4% | +4.8% |
| 30D | +31.0% | +5.3% | +25.7% | +29.9% |
| 3M | +46.0% | -14.9% | +60.9% | +46.4% |
| 6M | +77.3% | +80.0% | -2.7% | +60.3% |
| YTD | +141.9% | +89.4% | +52.6% | +115.5% |
| 1Y | +120.9% | +253.1% | -132.2% | +78.0% |
| 3Y | +182.7% | +642.1% | -459.4% | +101.8% |
| All | +642.2% | +657.0% | -14.8% | +417.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling