+16,489.1%
MPWR vs IJH
+691.0%
+15,798.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | +16.8% | +2.3% | +14.5% | +14.1% |
| 30D | +11.9% | +2.1% | +9.8% | +10.1% |
| 3M | +2.2% | -5.7% | +7.9% | +11.5% |
| 6M | -15.5% | +1.4% | -16.9% | -15.0% |
| YTD | +54.2% | +12.6% | +41.5% | +37.9% |
| 1Y | +51.5% | +16.1% | +35.3% | +30.5% |
| 3Y | +180.2% | +57.8% | +122.4% | +77.5% |
| 5Y | +156.8% | +36.8% | +120.0% | +104.6% |
| 10Y | +1,801.1% | +173.7% | +1,627.4% | +621.9% |
| All | +16,489.1% | +691.0% | +15,798.1% | +2,188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling