+1,463.5%
TER vs MPWR
+16,239.8%
-14,776.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.1% | -1.8% | -4.1% |
| 7D | -19.9% | +4.1% | -24.0% | -21.7% |
| 30D | -43.5% | -14.8% | -28.8% | -38.4% |
| 3M | -37.8% | -5.4% | -32.4% | -35.4% |
| 6M | -25.6% | -19.6% | -6.0% | -14.3% |
| YTD | +29.8% | +39.8% | -10.0% | +13.9% |
| 1Y | +43.2% | +32.5% | +10.6% | +29.5% |
| 3Y | +189.3% | +161.4% | +27.9% | +76.3% |
| 5Y | +76.9% | +144.5% | -67.5% | +6.0% |
| 10Y | +1,059.7% | +1,682.6% | -622.9% | +187.8% |
| All | +1,463.5% | +16,239.8% | -14,776.3% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling