+10.9%
JPM vs MPWR
+53.9%
-43.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | -0.3% |
| 7D | -2.5% | +17.3% | -19.7% | -3.8% |
| 30D | +2.7% | +12.1% | -9.4% | +1.5% |
| 3M | -4.7% | +5.6% | -10.3% | -5.4% |
| 6M | +15.6% | -10.7% | +26.3% | +16.1% |
| YTD | +8.6% | +64.0% | -55.3% | -8.8% |
| 1Y | +10.9% | +55.9% | -45.0% | -5.4% |
| All | +10.9% | +53.9% | -43.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling