+1,632.0%
MPWR vs PWR
+2,334.2%
-702.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -2.6% | +3.6% | -6.2% | -5.0% |
| 30D | -9.0% | -8.6% | -0.5% | -3.4% |
| 3M | -25.8% | -13.2% | -12.7% | -18.8% |
| 6M | +11.8% | +9.9% | +1.9% | +3.2% |
| YTD | +35.5% | +48.0% | -12.5% | +1.0% |
| 1Y | +45.3% | +66.2% | -20.9% | -0.4% |
| 3Y | +138.5% | +195.1% | -56.7% | +8.6% |
| 5Y | +152.8% | +442.6% | -289.8% | -23.1% |
| All | +1,632.0% | +2,334.2% | -702.2% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling