+166.6%
PM vs MPWR
+117.3%
+49.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.3% | +5.7% | -4.7% |
| 7D | -3.4% | -5.6% | +2.3% | -3.4% |
| 30D | +5.8% | -23.2% | +29.1% | +5.6% |
| 3M | +6.7% | -15.8% | +22.4% | +6.5% |
| 6M | +19.9% | -28.5% | +48.4% | +19.8% |
| YTD | +27.8% | +25.5% | +2.3% | +27.1% |
| 1Y | +39.4% | +13.9% | +25.5% | +38.7% |
| 3Y | +146.9% | +134.6% | +12.3% | +135.4% |
| 5Y | +166.6% | +114.8% | +51.8% | +138.9% |
| All | +166.6% | +117.3% | +49.3% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling