+1,624.8%
MCD vs MPWR
+16,239.8%
-14,615.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.6% | +7.1% |
| 7D | +11.9% | +4.1% | +7.7% | +11.3% |
| 30D | +20.2% | -14.8% | +35.0% | +22.0% |
| 3M | +5.2% | -5.4% | +10.6% | +5.3% |
| 6M | 0.0% | -19.6% | +19.6% | +1.0% |
| YTD | -6.5% | +39.8% | -46.4% | -11.7% |
| 1Y | -3.9% | +32.5% | -36.5% | -8.8% |
| 3Y | +12.5% | +161.4% | -149.0% | -5.8% |
| 5Y | +24.2% | +144.5% | -120.3% | +1.0% |
| 10Y | +220.9% | +1,682.6% | -1,461.7% | +96.1% |
| All | +1,624.8% | +16,239.8% | -14,615.0% | +757.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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