+591.6%
JPM vs MPWR
+1,606.4%
-1,014.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | -0.2% | -9.0% | +8.9% | +1.7% |
| 3M | +15.9% | -25.8% | +41.7% | +21.9% |
| 6M | +20.9% | +11.8% | +9.2% | +14.9% |
| YTD | +12.9% | +35.5% | -22.6% | +2.1% |
| 1Y | +20.3% | +45.3% | -25.0% | +6.3% |
| 3Y | +160.9% | +138.5% | +22.5% | +87.7% |
| 5Y | +154.8% | +152.8% | +2.1% | +66.8% |
| All | +591.6% | +1,606.4% | -1,014.8% | +109.8% |
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 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