+153.2%
MPWR vs IJH
+50.0%
+103.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.8% |
| 7D | -1.3% | -0.7% | -0.5% | +0.1% |
| 30D | -12.8% | -3.8% | -9.0% | -6.0% |
| 3M | -21.3% | 0.0% | -21.3% | -20.8% |
| 6M | +13.7% | +8.8% | +5.0% | -0.6% |
| YTD | +33.3% | +13.5% | +19.8% | +8.2% |
| 1Y | +41.3% | +15.4% | +25.9% | +11.6% |
| All | +153.2% | +50.0% | +103.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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