+378.7%
TMO vs MPWR
+1,725.0%
-1,346.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | +9.1% | -2.1% | +11.2% | +9.0% |
| 3M | +19.9% | -1.6% | +21.4% | +19.0% |
| 6M | +54.7% | -14.9% | +69.7% | +56.1% |
| YTD | +24.3% | +50.5% | -26.2% | +7.7% |
| 1Y | +25.0% | +40.0% | -14.9% | +10.1% |
| 3Y | +61.7% | +175.0% | -113.2% | +9.0% |
| 5Y | +16.2% | +162.0% | -145.7% | -26.2% |
| 10Y | +378.7% | +1,791.8% | -1,413.2% | +68.0% |
| All | +378.7% | +1,725.0% | -1,346.3% | +68.0% |
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