+143.3%
IBM vs MPWR
+161.8%
-18.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.6% | -16.1% | -0.7% |
| 7D | -2.5% | +11.6% | -14.1% | -3.4% |
| 30D | +8.4% | +0.1% | +8.2% | +8.1% |
| 3M | +4.5% | -0.8% | +5.3% | +4.1% |
| 6M | +7.9% | -13.0% | +20.9% | +8.0% |
| YTD | -15.2% | +53.9% | -69.1% | -21.1% |
| 1Y | -17.6% | +45.8% | -63.4% | -22.8% |
| 3Y | +82.1% | +194.3% | -112.2% | +51.8% |
| 5Y | +143.3% | +160.1% | -16.8% | +99.8% |
| All | +143.3% | +161.8% | -18.5% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling