+6.8%
TMO vs MPWR
+155.0%
-148.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +1.5% | -13.1% | +14.6% | +3.9% |
| 3M | +28.5% | -21.7% | +50.3% | +32.8% |
| 6M | +20.4% | +19.5% | +0.9% | +13.4% |
| YTD | +4.3% | +34.9% | -30.6% | -4.6% |
| 1Y | +24.1% | +42.0% | -17.9% | +11.6% |
| 3Y | +17.5% | +148.8% | -131.3% | -13.3% |
| 5Y | +6.8% | +156.8% | -150.0% | -28.9% |
| All | +6.8% | +155.0% | -148.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling