+260.9%
HD vs MPWR
+1,477.9%
-1,217.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.3% | +8.7% | +0.7% |
| 7D | +6.4% | -5.6% | +12.0% | +7.4% |
| 30D | +22.1% | -23.2% | +45.3% | +28.5% |
| 3M | -0.2% | -15.8% | +15.6% | +2.4% |
| 6M | +12.6% | -28.5% | +41.1% | +17.9% |
| YTD | +3.9% | +25.5% | -21.6% | -6.0% |
| 1Y | -3.7% | +13.9% | -17.6% | -10.9% |
| 3Y | +27.9% | +134.6% | -106.7% | -11.2% |
| 5Y | +7.8% | +114.8% | -107.0% | -28.9% |
| All | +260.9% | +1,477.9% | -1,217.0% | +17.2% |
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 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