+3,215.7%
MPC vs TSEM
+837.3%
+2,378.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.2% | +2.0% |
| 7D | +2.6% | +6.8% | -4.2% | +1.2% |
| 30D | -12.2% | -26.6% | +14.4% | -7.8% |
| 3M | +20.1% | -36.3% | +56.4% | +28.2% |
| 6M | +60.6% | -30.6% | +91.2% | +63.0% |
| YTD | +150.6% | +35.3% | +115.3% | +115.2% |
| 1Y | +104.7% | +59.2% | +45.4% | +68.8% |
| 3Y | +194.5% | +547.7% | -353.2% | +70.4% |
| 5Y | +582.3% | +337.5% | +244.7% | +318.6% |
| 10Y | +1,135.3% | +887.4% | +247.9% | +515.9% |
| All | +3,215.7% | +837.3% | +2,378.5% | +1,964.4% |
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 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