+396.5%
IBM vs MPWR
+15,734.2%
-15,337.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | +0.3% | -9.0% | +9.3% | +1.7% |
| 3M | -21.6% | -25.8% | +4.2% | -19.0% |
| 6M | -4.7% | +11.8% | -16.4% | -9.2% |
| YTD | -19.1% | +35.5% | -54.6% | -25.6% |
| 1Y | -2.5% | +45.3% | -47.8% | -11.9% |
| 3Y | +74.2% | +138.5% | -64.3% | +36.6% |
| 5Y | +113.1% | +152.8% | -39.6% | +56.7% |
| 10Y | +133.5% | +1,616.6% | -1,483.0% | +13.6% |
| All | +396.5% | +15,734.2% | -15,337.7% | +67.2% |
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