+14,479.0%
MPWR vs IWF
+1,206.9%
+13,272.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.6% | +0.5% | -3.1% | -3.4% |
| 30D | -9.0% | -0.4% | -8.7% | -8.5% |
| 3M | -25.8% | -2.6% | -23.2% | -22.2% |
| 6M | +11.8% | +9.1% | +2.6% | -0.5% |
| YTD | +35.5% | +4.5% | +31.0% | +28.6% |
| 1Y | +45.3% | +10.1% | +35.2% | +28.8% |
| 3Y | +138.5% | +77.6% | +60.8% | +16.3% |
| 5Y | +152.8% | +73.7% | +79.0% | +36.4% |
| 10Y | +1,616.6% | +411.5% | +1,205.0% | +150.2% |
| All | +14,479.0% | +1,206.9% | +13,272.1% | +594.2% |
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