+2,102.9%
TMO vs MPWR
+15,734.2%
-13,631.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.4% | -2.6% | +1.2% | -0.8% |
| 30D | +6.2% | -9.0% | +15.3% | +8.3% |
| 3M | +27.5% | -25.8% | +53.3% | +34.1% |
| 6M | +20.0% | +11.8% | +8.2% | +13.9% |
| YTD | +6.1% | +35.5% | -29.4% | -4.0% |
| 1Y | +25.8% | +45.3% | -19.5% | +11.2% |
| 3Y | +11.2% | +138.5% | -127.2% | -18.0% |
| 5Y | +9.6% | +152.8% | -143.2% | -24.6% |
| 10Y | +317.8% | +1,616.6% | -1,298.8% | +77.9% |
| All | +2,102.9% | +15,734.2% | -13,631.3% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling