+234.7%
PM vs MPWR
+1,847.3%
-1,612.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +16.6% | -19.0% | -3.5% |
| 7D | -7.3% | +11.6% | -18.9% | -8.1% |
| 30D | -4.0% | +0.1% | -4.1% | -4.2% |
| 3M | +2.7% | -0.8% | +3.6% | +2.4% |
| 6M | +14.9% | -13.0% | +27.9% | +15.0% |
| YTD | +23.5% | +53.9% | -30.4% | +17.0% |
| 1Y | +30.4% | +45.8% | -15.5% | +24.0% |
| 3Y | +143.2% | +194.3% | -51.0% | +101.8% |
| 5Y | +159.5% | +160.1% | -0.7% | +110.0% |
| 10Y | +234.7% | +1,786.5% | -1,551.9% | +68.1% |
| All | +234.7% | +1,847.3% | -1,612.6% | +68.1% |
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