+323.9%
TMO vs MPWR
+1,653.1%
-1,329.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -0.3% | -15.4% | +15.1% | +3.4% |
| 3M | +25.3% | -19.4% | +44.6% | +29.7% |
| 6M | +20.9% | +12.7% | +8.1% | +13.8% |
| YTD | +4.3% | +31.3% | -27.0% | -6.0% |
| 1Y | +27.0% | +39.7% | -12.6% | +11.7% |
| 3Y | +17.5% | +142.2% | -124.7% | -18.2% |
| 5Y | +6.9% | +149.0% | -142.0% | -31.6% |
| All | +323.9% | +1,653.1% | -1,329.1% | +40.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling