+1,607.5%
MPWR vs IJR
+170.6%
+1,436.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.4% |
| 7D | -2.3% | -2.3% | 0.0% | +0.6% |
| 30D | -15.4% | -4.7% | -10.7% | -10.2% |
| 3M | -19.4% | +2.1% | -21.5% | -21.3% |
| 6M | +12.7% | +13.9% | -1.1% | -2.7% |
| YTD | +31.3% | +18.2% | +13.1% | +8.7% |
| 1Y | +39.7% | +21.8% | +17.8% | +11.8% |
| 3Y | +142.2% | +52.2% | +90.0% | +54.6% |
| 5Y | +149.0% | +40.1% | +108.9% | +82.6% |
| All | +1,607.5% | +170.6% | +1,436.9% | +575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling