+143.6%
IBM vs MPWR
+1,951.4%
-1,807.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.9% | -7.4% | +0.2% |
| 7D | -1.7% | +17.3% | -19.0% | -4.2% |
| 30D | +10.1% | +12.1% | -2.0% | +7.8% |
| 3M | +4.8% | +5.6% | -0.8% | +3.1% |
| 6M | +12.6% | -10.7% | +23.3% | +12.0% |
| YTD | -13.9% | +64.0% | -77.9% | -24.0% |
| 1Y | -18.7% | +55.9% | -74.6% | -27.7% |
| 3Y | +81.9% | +199.5% | -117.6% | +34.0% |
| 5Y | +148.3% | +176.6% | -28.3% | +75.7% |
| 10Y | +143.6% | +1,921.6% | -1,778.0% | -13.1% |
| All | +143.6% | +1,951.4% | -1,807.7% | -13.1% |
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 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