+341.5%
TSM vs MPC
+187.3%
+154.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.9% |
| 7D | -2.5% | -9.4% | +6.9% | -1.3% |
| 30D | -14.3% | -14.3% | 0.0% | -12.8% |
| 3M | -7.2% | +31.1% | -38.3% | -11.2% |
| 6M | -5.1% | +60.3% | -65.4% | -12.1% |
| YTD | +28.9% | +142.5% | -113.6% | +6.8% |
| 1Y | +37.1% | +104.6% | -67.5% | +18.8% |
| 3Y | +341.5% | +191.7% | +149.8% | +239.5% |
| All | +341.5% | +187.3% | +154.2% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling