+89.4%
META vs MPWR
+141.1%
-51.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.5% | +3.2% |
| 7D | +2.9% | +4.1% | -1.3% | +1.3% |
| 30D | -15.1% | -14.8% | -0.3% | -10.7% |
| 3M | +7.2% | -5.4% | +12.6% | +8.0% |
| 6M | +3.4% | -19.6% | +23.0% | +7.5% |
| YTD | -4.3% | +39.8% | -44.1% | -20.8% |
| 1Y | +0.8% | +32.5% | -31.8% | -15.1% |
| 3Y | +102.2% | +161.4% | -59.3% | +12.4% |
| 5Y | +89.4% | +144.5% | -55.1% | -7.9% |
| All | +89.4% | +141.1% | -51.7% | -7.9% |
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