+438.9%
LLY vs MPWR
+117.3%
+321.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.3% | +6.5% | -3.0% |
| 7D | -0.7% | -5.6% | +5.0% | -0.3% |
| 30D | +17.9% | -23.2% | +41.1% | +20.1% |
| 3M | +16.8% | -15.8% | +32.6% | +17.9% |
| 6M | +38.4% | -28.5% | +67.0% | +41.0% |
| YTD | +27.6% | +25.5% | +2.1% | +22.4% |
| 1Y | +48.3% | +13.9% | +34.5% | +43.6% |
| 3Y | +145.4% | +134.6% | +10.8% | +118.7% |
| 5Y | +438.9% | +114.8% | +324.1% | +356.2% |
| All | +438.9% | +117.3% | +321.6% | +356.2% |
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 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