+32.5%
MPWR vs IAG
+56.5%
-24.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.2% | -15.3% | -7.7% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | -14.8% | -5.3% | -9.5% | -13.7% |
| 3M | -5.4% | +18.0% | -23.4% | -9.7% |
| 6M | -19.6% | +7.1% | -26.7% | -21.6% |
| YTD | +39.8% | +5.9% | +33.9% | +35.3% |
| 1Y | +32.5% | +59.4% | -26.9% | +11.0% |
| All | +32.5% | +56.5% | -24.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling