+14,101.9%
MPWR vs IWF
+1,084.5%
+13,017.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +3.4% |
| 7D | -1.7% | -5.0% | +3.2% | +6.2% |
| 30D | -16.5% | -13.2% | -3.3% | +3.4% |
| 3M | -12.3% | -9.4% | -2.8% | +2.5% |
| 6M | -27.7% | -8.6% | -19.2% | -16.1% |
| YTD | +32.0% | -5.3% | +37.3% | +46.1% |
| 1Y | +25.1% | -5.0% | +30.1% | +38.1% |
| 3Y | +146.5% | +64.6% | +81.8% | +35.5% |
| 5Y | +126.0% | +50.8% | +75.3% | +50.7% |
| 10Y | +1,582.7% | +385.7% | +1,197.0% | +169.7% |
| All | +14,101.9% | +1,084.5% | +13,017.4% | +688.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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