+81.9%
IBM vs MPWR
+134.6%
-52.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.3% | +7.4% | -2.3% |
| 7D | -4.3% | -5.6% | +1.3% | -4.1% |
| 30D | +11.7% | -23.2% | +34.9% | +13.0% |
| 3M | +5.5% | -15.8% | +21.3% | +6.2% |
| 6M | +9.5% | -28.5% | +38.0% | +10.9% |
| YTD | -14.9% | +25.5% | -40.3% | -20.2% |
| 1Y | -17.4% | +13.9% | -31.2% | -21.6% |
| All | +81.9% | +134.6% | -52.6% | +47.9% |
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