+146.5%
MPWR vs IYR
+36.6%
+109.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.7% |
| 7D | -1.7% | +2.0% | -3.7% | -3.2% |
| 30D | -16.5% | +8.2% | -24.8% | -21.9% |
| 3M | -12.3% | -1.7% | -10.5% | -11.2% |
| 6M | -27.7% | -0.4% | -27.3% | -28.8% |
| YTD | +32.0% | +9.9% | +22.1% | +17.4% |
| 1Y | +25.1% | +10.4% | +14.6% | +10.4% |
| 3Y | +146.5% | +38.4% | +108.0% | +73.9% |
| All | +146.5% | +36.6% | +109.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling