+899.1%
PM vs MPWR
+9,123.6%
-8,224.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +2.1% |
| 7D | +4.3% | +4.1% | +0.1% | +3.8% |
| 30D | +11.5% | -14.8% | +26.3% | +13.1% |
| 3M | +13.0% | -5.4% | +18.4% | +13.1% |
| 6M | +25.9% | -19.6% | +45.5% | +27.1% |
| YTD | +34.0% | +39.8% | -5.8% | +25.8% |
| 1Y | +46.9% | +32.5% | +14.3% | +38.6% |
| 3Y | +158.9% | +161.4% | -2.6% | +110.0% |
| 5Y | +181.3% | +144.5% | +36.8% | +119.4% |
| 10Y | +258.7% | +1,682.6% | -1,423.9% | +86.0% |
| All | +899.1% | +9,123.6% | -8,224.5% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling