+1,791.8%
MPWR vs IYR
+86.1%
+1,705.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | +2.2% | +2.1% | +0.1% | +0.2% |
| 30D | -2.1% | +7.2% | -9.2% | -8.7% |
| 3M | -1.6% | +0.4% | -1.9% | -2.3% |
| 6M | -14.9% | +1.4% | -16.4% | -17.9% |
| YTD | +50.5% | +11.3% | +39.2% | +32.3% |
| 1Y | +40.0% | +10.5% | +29.5% | +23.9% |
| 3Y | +175.0% | +41.7% | +133.3% | +89.3% |
| 5Y | +162.0% | +7.1% | +154.9% | +142.3% |
| 10Y | +1,791.8% | +89.1% | +1,702.8% | +948.4% |
| All | +1,791.8% | +86.1% | +1,705.7% | +948.4% |
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