+155.3%
JPM vs MPWR
+153.3%
+2.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | -0.2% | -9.0% | +8.9% | +1.1% |
| 3M | +15.9% | -25.8% | +41.7% | +20.1% |
| 6M | +20.9% | +11.8% | +9.2% | +16.6% |
| YTD | +12.9% | +35.5% | -22.6% | +5.2% |
| 1Y | +20.3% | +45.3% | -25.0% | +10.4% |
| 3Y | +160.9% | +138.5% | +22.5% | +108.3% |
| All | +155.3% | +153.3% | +2.0% | +86.1% |
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 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