+232.4%
PM vs MPWR
+1,560.2%
-1,327.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -2.2% |
| 7D | -5.2% | -1.7% | -3.5% | -5.2% |
| 30D | +2.7% | -16.5% | +19.2% | +3.8% |
| 3M | +6.1% | -12.3% | +18.4% | +6.7% |
| 6M | +18.0% | -27.7% | +45.7% | +19.8% |
| YTD | +26.6% | +32.0% | -5.4% | +21.3% |
| 1Y | +36.7% | +25.1% | +11.6% | +31.5% |
| 3Y | +146.0% | +146.5% | -0.5% | +107.3% |
| 5Y | +164.1% | +126.0% | +38.0% | +115.7% |
| All | +232.4% | +1,560.2% | -1,327.8% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling