+41.1%
PWR vs MDB
-7.1%
+48.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | +11.3% | +6.8% | +4.5% | +11.1% |
| 30D | -8.9% | -6.2% | -2.7% | -8.8% |
| 3M | -10.5% | -29.2% | +18.7% | -10.8% |
| 6M | -22.2% | +10.3% | -32.5% | -21.5% |
| YTD | +42.7% | -20.4% | +63.1% | +47.6% |
| 1Y | +41.1% | -4.8% | +45.9% | +44.5% |
| All | +41.1% | -7.1% | +48.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling