+1,508.2%
JPM vs MPWR
+14,560.0%
-13,051.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -10.3% | +6.1% | -1.5% |
| 7D | -1.8% | -5.6% | +3.8% | -0.6% |
| 30D | +1.8% | -23.2% | +25.1% | +8.4% |
| 3M | -5.6% | -15.8% | +10.2% | -2.6% |
| 6M | +10.1% | -28.5% | +38.6% | +16.4% |
| YTD | +6.7% | +25.5% | -18.7% | -4.4% |
| 1Y | +10.3% | +13.9% | -3.6% | +1.4% |
| 3Y | +151.4% | +134.6% | +16.8% | +71.4% |
| 5Y | +127.3% | +114.8% | +12.4% | +46.2% |
| 10Y | +546.0% | +1,499.3% | -953.3% | +101.0% |
| All | +1,508.2% | +14,560.0% | -13,051.8% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling