+62.5%
T vs MPWR
+1,791.1%
-1,728.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | +2.5% | +16.8% | -14.3% | +1.8% |
| 30D | -3.8% | +11.9% | -15.6% | -4.4% |
| 3M | -8.7% | +2.2% | -10.9% | -9.1% |
| 6M | -8.1% | -15.5% | +7.4% | -7.9% |
| YTD | -6.4% | +54.2% | -60.6% | -10.1% |
| 1Y | -9.8% | +51.5% | -61.2% | -13.2% |
| 3Y | +65.5% | +180.2% | -114.7% | +43.6% |
| 5Y | +57.0% | +156.8% | -99.8% | +32.3% |
| All | +62.5% | +1,791.1% | -1,728.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling