+16,096.1%
MPWR vs HRB
+340.7%
+15,755.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.2% | -4.0% | +6.3% | +3.1% |
| 30D | -2.1% | +15.8% | -17.8% | -6.9% |
| 3M | -1.6% | +12.0% | -13.6% | -6.4% |
| 6M | -14.9% | +40.7% | -55.7% | -26.0% |
| YTD | +50.5% | +21.0% | +29.6% | +34.0% |
| 1Y | +40.0% | +11.7% | +28.3% | +27.8% |
| 3Y | +175.0% | +25.0% | +150.0% | +133.5% |
| 5Y | +162.0% | +141.0% | +20.9% | +71.3% |
| 10Y | +1,791.8% | +241.3% | +1,550.6% | +871.8% |
| All | +16,096.1% | +340.7% | +15,755.4% | +6,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling