+43.5%
TSM vs MPC
+107.1%
-63.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.8% | +4.5% |
| 7D | +4.4% | +2.6% | +1.9% | +4.6% |
| 30D | -7.0% | -12.2% | +5.2% | -8.7% |
| 3M | -1.8% | +20.1% | -21.9% | +1.2% |
| 6M | +2.7% | +60.6% | -57.9% | +12.2% |
| YTD | +37.1% | +150.6% | -113.5% | +52.0% |
| 1Y | +43.5% | +104.7% | -61.2% | +62.5% |
| All | +43.5% | +107.1% | -63.6% | +62.5% |
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