+1,921.6%
MPWR vs IRM
+514.0%
+1,407.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.5% | +7.4% | +8.1% |
| 7D | +17.3% | -5.3% | +22.5% | +21.4% |
| 30D | +12.1% | -2.3% | +14.4% | +14.2% |
| 3M | +5.6% | -7.4% | +13.0% | +10.9% |
| 6M | -10.7% | -12.2% | +1.5% | -3.9% |
| YTD | +64.0% | +38.6% | +25.3% | +36.7% |
| 1Y | +55.9% | +14.9% | +41.0% | +43.6% |
| 3Y | +199.5% | +108.2% | +91.3% | +97.5% |
| 5Y | +176.6% | +183.8% | -7.3% | +56.6% |
| 10Y | +1,921.6% | +512.6% | +1,409.0% | +656.3% |
| All | +1,921.6% | +514.0% | +1,407.6% | +656.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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