+163.8%
JPM vs MPWR
+138.8%
+25.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | -0.2% | -9.0% | +8.9% | +0.9% |
| 3M | +15.9% | -25.8% | +41.7% | +19.5% |
| 6M | +20.9% | +11.8% | +9.2% | +16.8% |
| YTD | +12.9% | +35.5% | -22.6% | +5.9% |
| 1Y | +20.3% | +45.3% | -25.0% | +11.3% |
| All | +163.8% | +138.8% | +25.0% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling