+156.8%
MPWR vs HRB
+112.6%
+44.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.0% | -0.1% |
| 7D | -0.6% | -9.1% | +8.4% | -0.1% |
| 30D | -13.1% | +0.3% | -13.3% | -13.2% |
| 3M | -21.7% | +23.4% | -45.1% | -23.3% |
| 6M | +19.5% | +45.1% | -25.6% | +14.0% |
| YTD | +34.9% | +8.9% | +26.0% | +36.3% |
| 1Y | +42.0% | -7.9% | +49.9% | +48.7% |
| 3Y | +148.8% | +27.9% | +120.9% | +129.6% |
| 5Y | +156.8% | +108.3% | +48.5% | +115.6% |
| All | +156.8% | +112.6% | +44.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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