+132.4%
IBM vs MPWR
+1,606.4%
-1,474.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | +0.3% | -9.0% | +9.3% | +1.6% |
| 3M | -21.6% | -25.8% | +4.2% | -19.0% |
| 6M | -4.7% | +11.8% | -16.4% | -9.5% |
| YTD | -19.1% | +35.5% | -54.6% | -26.0% |
| 1Y | -2.5% | +45.3% | -47.8% | -12.5% |
| 3Y | +74.2% | +138.5% | -64.3% | +33.5% |
| 5Y | +113.1% | +152.8% | -39.6% | +51.1% |
| All | +132.4% | +1,606.4% | -1,474.1% | -18.0% |
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