+73.9%
IBM vs MPWR
+138.8%
-64.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | -21.6% | -25.8% | +4.2% | -20.1% |
| 6M | -4.7% | +11.8% | -16.4% | -8.5% |
| YTD | -19.1% | +35.5% | -54.6% | -24.3% |
| 1Y | -2.5% | +45.3% | -47.8% | -10.0% |
| All | +73.9% | +138.8% | -64.9% | +38.9% |
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