+263.4%
TSM vs MPC
+554.2%
-290.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | -8.8% | +6.8% | -0.3% |
| 30D | -12.5% | -14.4% | +1.9% | -10.1% |
| 3M | -5.0% | +21.9% | -26.9% | -9.3% |
| 6M | -3.2% | +60.1% | -63.3% | -13.2% |
| YTD | +31.5% | +142.3% | -110.8% | +4.5% |
| 1Y | +35.7% | +101.7% | -66.0% | +13.3% |
| 3Y | +323.5% | +184.8% | +138.7% | +210.7% |
| 5Y | +263.4% | +564.6% | -301.2% | +94.3% |
| All | +263.4% | +554.2% | -290.8% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling