+148.8%
MPWR vs HUM
-11.4%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -0.6% | +2.1% | -2.7% | -0.7% |
| 30D | -13.1% | +4.7% | -17.8% | -13.2% |
| 3M | -21.7% | +13.5% | -35.2% | -21.9% |
| 6M | +19.5% | +126.7% | -107.2% | +17.1% |
| YTD | +34.9% | +58.5% | -23.6% | +32.8% |
| 1Y | +42.0% | +31.7% | +10.2% | +39.9% |
| 3Y | +148.8% | -10.6% | +159.4% | +117.6% |
| All | +148.8% | -11.4% | +160.2% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling