+481.0%
JPM vs MPWR
+1,951.4%
-1,470.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | -1.5% |
| 7D | -2.5% | +17.3% | -19.7% | -6.1% |
| 30D | +2.7% | +12.1% | -9.4% | -0.5% |
| 3M | -4.7% | +5.6% | -10.3% | -7.0% |
| 6M | +15.6% | -10.7% | +26.3% | +15.2% |
| YTD | +8.6% | +64.0% | -55.3% | -6.8% |
| 1Y | +10.9% | +55.9% | -45.0% | -3.8% |
| 3Y | +149.9% | +199.5% | -49.6% | +69.6% |
| 5Y | +131.9% | +176.6% | -44.6% | +49.5% |
| 10Y | +481.0% | +1,921.6% | -1,440.6% | +74.6% |
| All | +481.0% | +1,951.4% | -1,470.4% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling