+236.4%
TSM vs MPC
+527.1%
-290.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | -7.6% | -16.2% | +8.6% | -4.4% |
| 30D | -20.5% | -15.7% | -4.8% | -18.1% |
| 3M | -10.0% | +24.9% | -34.9% | -14.6% |
| 6M | -10.1% | +52.7% | -62.7% | -18.6% |
| YTD | +24.5% | +131.9% | -107.3% | -0.3% |
| 1Y | +31.2% | +96.6% | -65.5% | +9.8% |
| 3Y | +322.0% | +163.8% | +158.2% | +214.6% |
| All | +236.4% | +527.1% | -290.7% | +79.3% |
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