+4,640.5%
LLY vs MPWR
+16,239.8%
-11,599.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.3% |
| 7D | +10.1% | +4.1% | +6.0% | +9.4% |
| 30D | +24.0% | -14.8% | +38.8% | +26.3% |
| 3M | +27.3% | -5.4% | +32.7% | +27.4% |
| 6M | +47.0% | -19.6% | +66.6% | +48.8% |
| YTD | +32.6% | +39.8% | -7.3% | +23.7% |
| 1Y | +57.3% | +32.5% | +24.8% | +47.7% |
| 3Y | +154.9% | +161.4% | -6.5% | +109.8% |
| 5Y | +447.5% | +144.5% | +303.1% | +335.4% |
| 10Y | +2,187.5% | +1,682.6% | +505.0% | +1,207.9% |
| All | +4,640.5% | +16,239.8% | -11,599.3% | +2,029.1% |
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 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