+25.0%
TMO vs MPWR
+38.5%
-13.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +2.8% | +2.2% | +0.6% | +2.4% |
| 30D | +9.1% | -2.1% | +11.2% | +8.6% |
| 3M | +19.9% | -1.6% | +21.4% | +19.2% |
| 6M | +54.7% | -14.9% | +69.7% | +54.6% |
| YTD | +24.3% | +50.5% | -26.2% | +12.9% |
| 1Y | +25.0% | +40.0% | -14.9% | +14.4% |
| All | +25.0% | +38.5% | -13.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling