+162.0%
MPWR vs HWM
+574.1%
-412.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.1% |
| 7D | +2.2% | -1.8% | +4.0% | +4.1% |
| 30D | -2.1% | -2.7% | +0.6% | +0.1% |
| 3M | -1.6% | -22.7% | +21.2% | +17.3% |
| 6M | -14.9% | -18.9% | +4.0% | -2.8% |
| YTD | +50.5% | +7.1% | +43.5% | +36.8% |
| 1Y | +40.0% | +4.7% | +35.3% | +29.2% |
| 3Y | +175.0% | +345.6% | -170.6% | -28.4% |
| 5Y | +162.0% | +588.3% | -426.3% | -53.7% |
| All | +162.0% | +574.1% | -412.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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