+267.6%
PM vs MPWR
+1,911.0%
-1,643.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.9% | -7.8% | +0.5% |
| 7D | -7.1% | +17.3% | -24.3% | -8.2% |
| 30D | -2.8% | +12.1% | -14.9% | -3.8% |
| 3M | +6.3% | +5.6% | +0.7% | +5.5% |
| 6M | +9.6% | -10.7% | +20.4% | +9.6% |
| YTD | +25.6% | +64.0% | -38.4% | +18.4% |
| 1Y | +29.7% | +55.9% | -26.3% | +22.7% |
| 3Y | +147.6% | +199.5% | -51.9% | +106.1% |
| 5Y | +160.1% | +176.6% | -16.5% | +109.8% |
| All | +267.6% | +1,911.0% | -1,643.4% | +86.9% |
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