+134.8%
EWY vs MPWR
+146.8%
-12.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +2.0% |
| 7D | -10.4% | -1.7% | -8.6% | -9.6% |
| 30D | -25.4% | -16.5% | -8.9% | -20.0% |
| 3M | -16.5% | -12.3% | -4.2% | -12.2% |
| 6M | -24.7% | -27.7% | +3.0% | -15.1% |
| YTD | +40.9% | +32.0% | +8.9% | +35.5% |
| 1Y | +49.8% | +25.1% | +24.7% | +45.8% |
| 3Y | +134.8% | +146.5% | -11.7% | +75.2% |
| All | +134.8% | +146.8% | -12.0% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling