+80.4%
IBM vs MPWR
+146.8%
-66.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -1.1% |
| 7D | -5.0% | -1.7% | -3.2% | -4.9% |
| 30D | +11.1% | -16.5% | +27.6% | +12.0% |
| 3M | +5.7% | -12.3% | +18.0% | +6.2% |
| 6M | +10.1% | -27.7% | +37.9% | +11.8% |
| YTD | -15.6% | +32.0% | -47.6% | -21.1% |
| 1Y | -19.5% | +25.1% | -44.6% | -24.3% |
| 3Y | +80.4% | +146.5% | -66.1% | +46.3% |
| All | +80.4% | +146.8% | -66.4% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling