+1,613.2%
PWR vs MDB
+1,017.4%
+595.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.2% |
| 7D | +3.6% | -17.4% | +21.0% | +6.0% |
| 30D | -8.6% | -2.0% | -6.6% | -8.7% |
| 3M | -13.2% | -3.0% | -10.2% | -13.5% |
| 6M | +9.9% | +48.7% | -38.8% | +2.0% |
| YTD | +48.0% | -12.1% | +60.2% | +46.7% |
| 1Y | +66.2% | +14.5% | +51.7% | +57.9% |
| 3Y | +195.1% | -6.1% | +201.3% | +174.5% |
| 5Y | +442.6% | -27.3% | +469.9% | +387.3% |
| All | +1,613.2% | +1,017.4% | +595.8% | +928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling