+763.1%
PM vs MPWR
+8,838.2%
-8,075.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -4.9% | -2.6% | -2.3% | -4.6% |
| 30D | -3.4% | -9.0% | +5.7% | -2.5% |
| 3M | +5.2% | -25.8% | +31.0% | +7.8% |
| 6M | +3.7% | +11.8% | -8.0% | +0.7% |
| YTD | +15.8% | +35.5% | -19.7% | +9.6% |
| 1Y | +17.4% | +45.3% | -27.9% | +9.5% |
| 3Y | +116.9% | +138.5% | -21.5% | +78.7% |
| 5Y | +117.3% | +152.8% | -35.4% | +68.7% |
| 10Y | +193.8% | +1,616.6% | -1,422.8% | +53.7% |
| All | +763.1% | +8,838.2% | -8,075.0% | +210.5% |
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 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