+79.8%
F vs MPWR
+1,560.2%
-1,480.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -2.2% |
| 7D | +1.6% | -1.7% | +3.3% | +1.6% |
| 30D | +2.6% | -16.5% | +19.2% | +7.1% |
| 3M | -8.8% | -12.3% | +3.5% | -6.7% |
| 6M | +4.6% | -27.7% | +32.4% | +11.3% |
| YTD | -1.9% | +32.0% | -33.9% | -13.7% |
| 1Y | -0.8% | +25.1% | -25.8% | -11.4% |
| 3Y | +43.5% | +146.5% | -103.0% | -8.0% |
| 5Y | -12.1% | +126.0% | -138.1% | -45.8% |
| All | +79.8% | +1,560.2% | -1,480.4% | -41.0% |
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