+16,096.1%
MPWR vs JBL
+1,154.0%
+14,942.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | +2.2% | -8.1% | +10.3% | +7.2% |
| 30D | -2.1% | -18.4% | +16.4% | +9.0% |
| 3M | -1.6% | -25.8% | +24.2% | +14.4% |
| 6M | -14.9% | -29.6% | +14.7% | +2.1% |
| YTD | +50.5% | +9.6% | +40.9% | +45.0% |
| 1Y | +40.0% | +14.1% | +25.9% | +31.9% |
| 3Y | +175.0% | +95.9% | +79.1% | +97.3% |
| 5Y | +162.0% | +298.3% | -136.4% | +37.9% |
| 10Y | +1,791.8% | +1,150.1% | +641.8% | +511.3% |
| All | +16,096.1% | +1,154.0% | +14,942.1% | +3,927.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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