+192.1%
PM vs MPWR
+1,606.4%
-1,414.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -4.9% | -2.6% | -2.3% | -4.7% |
| 30D | -3.4% | -9.0% | +5.7% | -2.8% |
| 3M | +5.2% | -25.8% | +31.0% | +7.1% |
| 6M | +3.7% | +11.8% | -8.0% | +1.4% |
| YTD | +15.8% | +35.5% | -19.7% | +11.0% |
| 1Y | +17.4% | +45.3% | -27.9% | +11.3% |
| 3Y | +116.9% | +138.5% | -21.5% | +84.0% |
| 5Y | +117.3% | +152.8% | -35.4% | +73.7% |
| All | +192.1% | +1,606.4% | -1,414.4% | +39.2% |
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