+1,643.1%
TSM vs MPC
+1,171.2%
+471.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.2% | +11.2% | -5.0% | +3.6% |
| 30D | -7.3% | -14.5% | +7.2% | -4.0% |
| 3M | -7.1% | +16.7% | -23.8% | -11.0% |
| 6M | +0.2% | +67.6% | -67.3% | -12.4% |
| YTD | +32.2% | +157.9% | -125.7% | +2.3% |
| 1Y | +42.8% | +116.7% | -73.9% | +15.4% |
| 3Y | +330.4% | +199.8% | +130.6% | +212.7% |
| 5Y | +263.9% | +604.4% | -340.5% | +107.4% |
| All | +1,643.1% | +1,171.2% | +471.9% | +747.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling