+134.1%
LLY vs MPWR
+134.6%
-0.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.3% | +6.5% | -2.9% |
| 7D | -0.7% | -5.6% | +5.0% | -0.2% |
| 30D | +17.9% | -23.2% | +41.1% | +20.3% |
| 3M | +16.8% | -15.8% | +32.6% | +18.0% |
| 6M | +38.4% | -28.5% | +67.0% | +41.3% |
| YTD | +27.6% | +25.5% | +2.1% | +20.6% |
| 1Y | +48.3% | +13.9% | +34.5% | +41.8% |
| All | +134.1% | +134.6% | -0.5% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling