+131.9%
JPM vs MPWR
+182.1%
-50.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.9% | -8.5% | -0.9% |
| 7D | -2.5% | +17.3% | -19.7% | -4.9% |
| 30D | +2.7% | +12.1% | -9.4% | +0.5% |
| 3M | -4.7% | +5.6% | -10.3% | -6.2% |
| 6M | +15.6% | -10.7% | +26.3% | +15.5% |
| YTD | +8.6% | +64.0% | -55.3% | -2.3% |
| 1Y | +10.9% | +55.9% | -45.0% | +0.5% |
| 3Y | +149.9% | +199.5% | -49.6% | +91.7% |
| 5Y | +131.9% | +176.6% | -44.6% | +63.7% |
| All | +131.9% | +182.1% | -50.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling