+25.9%
PM vs MPWR
-20.5%
+46.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +0.7% |
| 7D | +4.3% | +4.1% | +0.1% | +5.0% |
| 30D | +11.5% | -14.8% | +26.3% | +9.2% |
| 3M | +13.0% | -5.4% | +18.4% | +12.7% |
| 6M | +25.9% | -19.6% | +45.5% | +24.5% |
| All | +25.9% | -20.5% | +46.4% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling