+1,340.4%
MPWR vs INVH
+75.5%
+1,264.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.1% |
| 7D | -2.3% | -3.1% | +0.9% | -0.3% |
| 30D | -15.4% | -7.5% | -7.9% | -11.5% |
| 3M | -19.4% | -6.3% | -13.1% | -17.2% |
| 6M | +12.7% | +9.4% | +3.3% | +3.9% |
| YTD | +31.3% | +1.4% | +29.9% | +26.4% |
| 1Y | +39.7% | -4.1% | +43.8% | +38.9% |
| 3Y | +142.2% | -9.2% | +151.4% | +147.0% |
| 5Y | +149.0% | -19.6% | +168.6% | +173.5% |
| All | +1,340.4% | +75.5% | +1,264.9% | +920.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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