+124.0%
JPM vs MPWR
+124.2%
-0.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.1% | -1.6% |
| 7D | -0.8% | -1.7% | +1.0% | -0.7% |
| 30D | +1.5% | -16.5% | +18.0% | +3.8% |
| 3M | -5.7% | -12.3% | +6.6% | -4.5% |
| 6M | +7.2% | -27.7% | +35.0% | +10.7% |
| YTD | +5.8% | +32.0% | -26.2% | -1.6% |
| 1Y | +8.8% | +25.1% | -16.3% | +2.0% |
| 3Y | +147.4% | +146.5% | +0.9% | +95.4% |
| All | +124.0% | +124.2% | -0.2% | +63.4% |
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 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