+58.9%
TMO vs MPWR
-7.0%
+65.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.9% | -9.0% | -0.5% |
| 7D | +1.6% | +17.3% | -15.6% | +0.6% |
| 30D | +8.4% | +12.1% | -3.7% | +7.2% |
| 3M | +18.7% | +5.6% | +13.1% | +17.2% |
| 6M | +58.9% | -10.7% | +69.6% | +56.6% |
| All | +58.9% | -7.0% | +65.8% | +56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling