+50.4%
TER vs MPWR
+117.3%
-67.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -10.3% | -5.0% | -8.3% |
| 7D | -28.2% | -5.6% | -22.6% | -25.1% |
| 30D | -50.6% | -23.2% | -27.3% | -40.6% |
| 3M | -45.3% | -15.8% | -29.6% | -37.9% |
| 6M | -40.4% | -28.5% | -11.8% | -23.6% |
| YTD | +10.0% | +25.5% | -15.4% | +1.5% |
| 1Y | +13.6% | +13.9% | -0.3% | +11.2% |
| 3Y | +145.2% | +134.6% | +10.7% | +44.6% |
| 5Y | +50.4% | +114.8% | -64.5% | -16.6% |
| All | +50.4% | +117.3% | -67.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling