+1,249.0%
AAPL vs MPWR
+1,560.2%
-311.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -2.1% |
| 7D | -0.7% | -1.7% | +1.1% | -0.7% |
| 30D | +1.7% | -16.5% | +18.2% | +6.4% |
| 3M | +9.7% | -12.3% | +22.0% | +12.1% |
| 6M | +19.3% | -27.7% | +47.0% | +26.4% |
| YTD | +26.3% | +32.0% | -5.7% | +7.0% |
| 1Y | +27.4% | +25.1% | +2.3% | +9.7% |
| 3Y | +93.6% | +146.5% | -52.9% | +14.4% |
| 5Y | +131.7% | +126.0% | +5.6% | +28.5% |
| All | +1,249.0% | +1,560.2% | -311.1% | +175.1% |
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