+1,679.2%
MPWR vs IYR
+65.1%
+1,614.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.4% |
| 30D | -12.8% | -2.4% | -10.5% | -11.0% |
| 3M | -21.3% | -2.0% | -19.3% | -20.9% |
| 6M | +13.7% | +2.5% | +11.3% | +9.1% |
| YTD | +33.3% | +8.3% | +25.0% | +20.8% |
| 1Y | +41.3% | +6.5% | +34.8% | +29.9% |
| 3Y | +145.8% | +29.3% | +116.5% | +86.9% |
| 5Y | +155.6% | +5.7% | +150.0% | +140.6% |
| 10Y | +1,679.2% | +69.2% | +1,610.0% | +1,004.6% |
| All | +1,679.2% | +65.1% | +1,614.1% | +1,004.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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