+1,319.5%
HD vs MPWR
+16,239.8%
-14,920.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.6% | +7.6% |
| 7D | +11.9% | +4.1% | +7.8% | +10.8% |
| 30D | +26.4% | -14.8% | +41.2% | +30.0% |
| 3M | +2.8% | -5.4% | +8.2% | +3.0% |
| 6M | +15.5% | -19.6% | +35.1% | +17.8% |
| YTD | +5.5% | +39.8% | -34.3% | -5.3% |
| 1Y | -4.6% | +32.5% | -37.1% | -13.6% |
| 3Y | +29.9% | +161.4% | -131.6% | -6.0% |
| 5Y | +8.4% | +144.5% | -136.1% | -24.8% |
| 10Y | +275.2% | +1,682.6% | -1,407.4% | +59.6% |
| All | +1,319.5% | +16,239.8% | -14,920.4% | +288.3% |
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