+325.7%
TMO vs MPWR
+1,679.2%
-1,353.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | +1.0% | -12.8% | +13.8% | +4.0% |
| 3M | +22.7% | -21.3% | +44.0% | +27.9% |
| 6M | +19.0% | +13.7% | +5.3% | +11.8% |
| YTD | +4.7% | +33.3% | -28.5% | -5.9% |
| 1Y | +26.0% | +41.3% | -15.3% | +10.5% |
| 3Y | +18.0% | +145.8% | -127.8% | -18.2% |
| 5Y | +8.0% | +155.6% | -147.6% | -31.4% |
| All | +325.7% | +1,679.2% | -1,353.5% | +40.4% |
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