+422.3%
IBM vs MPWR
+14,560.0%
-14,137.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.3% | +7.4% | -1.2% |
| 7D | -4.3% | -5.6% | +1.3% | -3.6% |
| 30D | +11.7% | -23.2% | +34.9% | +16.0% |
| 3M | +5.5% | -15.8% | +21.3% | +7.6% |
| 6M | +9.5% | -28.5% | +38.0% | +12.6% |
| YTD | -14.9% | +25.5% | -40.3% | -21.3% |
| 1Y | -17.4% | +13.9% | -31.2% | -22.4% |
| 3Y | +83.3% | +134.6% | -51.3% | +43.4% |
| 5Y | +142.1% | +114.8% | +27.2% | +82.5% |
| 10Y | +157.2% | +1,499.3% | -1,342.1% | +25.7% |
| All | +422.3% | +14,560.0% | -14,137.7% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling