+167.0%
MPC vs PWR
+202.1%
-35.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.3% | +8.4% | -2.4% |
| 7D | -12.8% | -19.9% | +7.1% | -10.4% |
| 30D | -12.7% | -29.3% | +16.5% | -9.3% |
| 3M | +27.1% | -25.5% | +52.5% | +31.1% |
| 6M | +45.8% | -34.0% | +79.8% | +52.1% |
| YTD | +134.7% | +20.7% | +114.0% | +123.7% |
| 1Y | +106.0% | +12.3% | +93.7% | +98.5% |
| All | +167.0% | +202.1% | -35.1% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling