+149.0%
MPWR vs IJH
+45.7%
+103.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | +0.2% |
| 7D | -2.3% | -2.5% | +0.2% | +2.2% |
| 30D | -15.4% | -5.0% | -10.4% | -7.2% |
| 3M | -19.4% | +0.5% | -19.9% | -19.6% |
| 6M | +12.7% | +8.2% | +4.5% | +0.2% |
| YTD | +31.3% | +12.4% | +18.9% | +9.9% |
| 1Y | +39.7% | +14.4% | +25.3% | +13.8% |
| 3Y | +142.2% | +49.5% | +92.7% | +32.3% |
| 5Y | +149.0% | +47.8% | +101.2% | +48.9% |
| All | +149.0% | +45.7% | +103.3% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling