+216.5%
EWY vs MPWR
+1,725.0%
-1,508.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -10.2% | +2.2% | -12.4% | -11.0% |
| 30D | -21.5% | -2.1% | -19.4% | -21.1% |
| 3M | -14.7% | -1.6% | -13.1% | -14.5% |
| 6M | -26.8% | -14.9% | -11.9% | -22.5% |
| YTD | +43.2% | +50.5% | -7.4% | +27.4% |
| 1Y | +48.7% | +40.0% | +8.8% | +35.1% |
| 3Y | +147.9% | +175.0% | -27.0% | +68.2% |
| 5Y | +98.8% | +162.0% | -63.1% | +26.6% |
| 10Y | +216.5% | +1,791.8% | -1,575.3% | -3.9% |
| All | +216.5% | +1,725.0% | -1,508.5% | -3.9% |
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 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