+17,540.7%
MPWR vs IYR
+289.7%
+17,251.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.1% | +9.1% |
| 7D | +17.3% | -1.2% | +18.5% | +18.5% |
| 30D | +12.1% | +6.1% | +6.0% | +7.6% |
| 3M | +5.6% | +0.9% | +4.7% | +4.7% |
| 6M | -10.7% | +1.2% | -11.9% | -12.6% |
| YTD | +64.0% | +11.1% | +52.8% | +50.9% |
| 1Y | +55.9% | +9.0% | +47.0% | +45.4% |
| 3Y | +199.5% | +41.4% | +158.1% | +136.7% |
| 5Y | +176.6% | +6.7% | +169.9% | +168.8% |
| 10Y | +1,921.6% | +87.7% | +1,833.9% | +1,316.1% |
| All | +17,540.7% | +289.7% | +17,251.0% | +7,756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling