+354.9%
PWR vs MDB
-44.1%
+399.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.5% | +5.9% |
| 7D | -12.9% | -11.4% | -1.5% | -11.4% |
| 30D | -22.8% | -13.8% | -9.0% | -21.3% |
| 3M | -19.0% | -15.5% | -3.5% | -18.0% |
| 6M | -31.1% | +17.9% | -49.0% | -34.4% |
| YTD | +28.3% | -25.5% | +53.7% | +29.4% |
| 1Y | +22.2% | -12.1% | +34.3% | +19.6% |
| 3Y | +222.2% | -5.9% | +228.1% | +194.8% |
| All | +354.9% | -44.1% | +399.0% | +339.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling