+1,182.1%
HD vs MPWR
+15,734.2%
-14,552.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -2.1% | -2.6% | +0.5% | -1.5% |
| 30D | -8.4% | -9.0% | +0.6% | -6.7% |
| 3M | +4.3% | -25.8% | +30.2% | +9.6% |
| 6M | -11.1% | +11.8% | -22.9% | -15.2% |
| YTD | -4.7% | +35.5% | -40.2% | -13.2% |
| 1Y | -19.8% | +45.3% | -65.1% | -28.7% |
| 3Y | +4.1% | +138.5% | -134.3% | -22.7% |
| 5Y | +10.3% | +152.8% | -142.4% | -23.7% |
| 10Y | +203.2% | +1,616.6% | -1,413.4% | +31.1% |
| All | +1,182.1% | +15,734.2% | -14,552.1% | +256.1% |
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