-7.8%
MP vs PWR
+349.5%
-357.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.3% | +6.3% | +1.6% |
| 7D | -19.0% | -19.9% | +0.9% | -7.8% |
| 30D | -30.5% | -29.3% | -1.2% | -14.7% |
| 3M | -29.6% | -25.5% | -4.1% | -17.2% |
| 6M | -50.4% | -34.0% | -16.4% | -37.2% |
| YTD | -33.2% | +20.7% | -53.9% | -43.0% |
| 1Y | -38.6% | +12.3% | -50.9% | -44.8% |
| 3Y | +105.5% | +201.9% | -96.4% | -20.1% |
| 5Y | -7.8% | +336.8% | -344.6% | -74.9% |
| All | -7.8% | +349.5% | -357.3% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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