+3,101.0%
MPC vs TSEM
+1,211.7%
+1,889.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -1.2% |
| 7D | +5.4% | +6.9% | -1.4% | +4.0% |
| 30D | +31.0% | +5.3% | +25.7% | +28.9% |
| 3M | +46.0% | -14.9% | +60.9% | +46.8% |
| 6M | +77.3% | +80.0% | -2.7% | +48.3% |
| YTD | +141.9% | +89.4% | +52.6% | +98.1% |
| 1Y | +120.9% | +253.1% | -132.2% | +55.8% |
| 3Y | +182.7% | +642.1% | -459.4% | +62.8% |
| 5Y | +646.4% | +659.1% | -12.7% | +313.2% |
| 10Y | +1,138.7% | +1,291.4% | -152.6% | +488.2% |
| All | +3,101.0% | +1,211.7% | +1,889.3% | +1,800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling