+155.6%
MPWR vs IJR
+39.8%
+115.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.4% |
| 7D | -1.3% | -1.1% | -0.2% | +0.4% |
| 30D | -12.8% | -3.6% | -9.2% | -7.8% |
| 3M | -21.3% | +2.3% | -23.6% | -23.9% |
| 6M | +13.7% | +14.3% | -0.6% | -6.0% |
| YTD | +33.3% | +19.3% | +14.0% | +3.7% |
| 1Y | +41.3% | +22.6% | +18.7% | +5.7% |
| 3Y | +145.8% | +53.5% | +92.3% | +33.5% |
| 5Y | +155.6% | +39.9% | +115.7% | +68.6% |
| All | +155.6% | +39.8% | +115.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling