+4,262.9%
TSM vs MPC
+2,885.5%
+1,377.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.9% | -6.9% | -9.9% |
| 7D | -18.2% | -12.8% | -5.5% | -15.6% |
| 30D | -26.8% | -12.7% | -14.1% | -24.7% |
| 3M | -14.5% | +27.1% | -41.6% | -19.7% |
| 6M | -10.0% | +45.8% | -55.8% | -18.7% |
| YTD | +17.1% | +134.7% | -117.6% | -6.8% |
| 1Y | +21.5% | +106.0% | -84.5% | -0.3% |
| 3Y | +300.4% | +165.5% | +134.9% | +202.6% |
| 5Y | +224.7% | +540.9% | -316.2% | +93.6% |
| 10Y | +1,372.7% | +1,133.6% | +239.0% | +586.5% |
| All | +4,262.9% | +2,885.5% | +1,377.5% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling