+155.2%
MPWR vs IYR
+4.5%
+150.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.6% |
| 7D | -2.6% | -1.2% | -1.3% | -1.3% |
| 30D | -9.0% | -2.9% | -6.2% | -6.4% |
| 3M | -25.8% | +0.8% | -26.7% | -28.1% |
| 6M | +11.8% | +1.9% | +9.9% | +7.3% |
| YTD | +35.5% | +9.6% | +25.9% | +19.1% |
| 1Y | +45.3% | +8.1% | +37.2% | +29.4% |
| 3Y | +138.5% | +29.2% | +109.3% | +70.4% |
| All | +155.2% | +4.5% | +150.7% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling