+84.4%
TSM vs MPC
+120.1%
-35.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.9% |
| 7D | +2.7% | +5.4% | -2.7% | +3.3% |
| 30D | +3.6% | +31.0% | -27.4% | +6.3% |
| 3M | -3.4% | +46.0% | -49.4% | +1.0% |
| 6M | +20.6% | +77.3% | -56.7% | +25.9% |
| YTD | +41.9% | +141.9% | -100.0% | +42.3% |
| 1Y | +84.4% | +120.9% | -36.5% | +95.1% |
| All | +84.4% | +120.1% | -35.7% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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