+155.6%
MPWR vs HUM
+1.5%
+154.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -1.3% | -0.2% | -1.0% | -1.3% |
| 30D | -12.8% | +3.7% | -16.6% | -13.1% |
| 3M | -21.3% | +10.4% | -31.7% | -21.8% |
| 6M | +13.7% | +125.7% | -112.0% | +6.9% |
| YTD | +33.3% | +57.3% | -24.1% | +28.1% |
| 1Y | +41.3% | +48.6% | -7.3% | +36.2% |
| 3Y | +145.8% | -11.3% | +157.1% | +143.8% |
| 5Y | +155.6% | +0.8% | +154.8% | +139.0% |
| All | +155.6% | +1.5% | +154.1% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling