+156.2%
MPWR vs HUM
+6.2%
+150.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -4.0% |
| 7D | +16.8% | +3.7% | +13.1% | +16.5% |
| 30D | +11.9% | +5.5% | +6.3% | +11.4% |
| 3M | +2.2% | +17.1% | -14.9% | +1.0% |
| 6M | -15.5% | +48.3% | -63.8% | -17.8% |
| YTD | +54.2% | +77.4% | -23.2% | +47.1% |
| 1Y | +51.5% | +92.6% | -41.1% | +43.4% |
| 3Y | +180.2% | -6.1% | +186.3% | +179.0% |
| All | +156.2% | +6.2% | +150.0% | +141.4% |
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