+1,601.2%
JPM vs MPWR
+15,734.2%
-14,133.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | -0.2% | -9.0% | +8.9% | +2.1% |
| 3M | +15.9% | -25.8% | +41.7% | +23.2% |
| 6M | +20.9% | +11.8% | +9.2% | +13.9% |
| YTD | +12.9% | +35.5% | -22.6% | +0.2% |
| 1Y | +20.3% | +45.3% | -25.0% | +3.9% |
| 3Y | +160.9% | +138.5% | +22.5% | +78.6% |
| 5Y | +154.8% | +152.8% | +2.1% | +57.7% |
| 10Y | +591.1% | +1,616.6% | -1,025.5% | +113.4% |
| All | +1,601.2% | +15,734.2% | -14,133.0% | +185.4% |
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 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