+153.9%
MPWR vs MMM
+47.4%
+106.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +2.2% | +7.0% | -4.8% | -1.7% |
| 30D | -2.1% | +18.4% | -20.5% | -11.3% |
| 3M | -1.6% | +4.5% | -6.0% | -4.4% |
| 6M | -14.9% | +33.4% | -48.4% | -28.5% |
| YTD | +50.5% | +20.0% | +30.6% | +33.7% |
| 1Y | +40.0% | +15.0% | +25.0% | +27.3% |
| 3Y | +175.0% | +165.0% | +10.0% | +50.6% |
| All | +153.9% | +47.4% | +106.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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