+18.3%
DIS vs MPWR
-20.5%
+38.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.2% | +3.8% |
| 7D | +9.1% | +4.1% | +5.0% | +9.3% |
| 30D | +14.8% | -14.8% | +29.6% | +13.8% |
| 3M | +21.2% | -5.4% | +26.6% | +21.1% |
| 6M | +18.3% | -19.6% | +37.9% | +18.5% |
| All | +18.3% | -20.5% | +38.8% | +18.5% |
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