+93.7%
F vs MPWR
+16,239.8%
-16,146.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +4.4% |
| 7D | +6.0% | +4.1% | +1.9% | +4.6% |
| 30D | +4.3% | -14.8% | +19.1% | +8.4% |
| 3M | -10.1% | -5.4% | -4.7% | -9.8% |
| 6M | +12.8% | -19.6% | +32.4% | +16.6% |
| YTD | -0.1% | +39.8% | -39.9% | -12.9% |
| 1Y | +3.7% | +32.5% | -28.9% | -8.4% |
| 3Y | +42.7% | +161.4% | -118.8% | -6.3% |
| 5Y | -11.0% | +144.5% | -155.5% | -43.4% |
| 10Y | +87.0% | +1,682.6% | -1,595.5% | -38.4% |
| All | +93.7% | +16,239.8% | -16,146.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling