+1,921.6%
MPWR vs JD
+31.1%
+1,890.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.6% | +10.5% | +9.5% |
| 7D | +17.3% | +0.4% | +16.8% | +16.7% |
| 30D | +12.1% | +4.2% | +7.9% | +9.9% |
| 3M | +5.6% | -12.8% | +18.4% | +10.3% |
| 6M | -10.7% | -8.8% | -1.9% | -8.7% |
| YTD | +64.0% | +0.5% | +63.5% | +61.1% |
| 1Y | +55.9% | -8.8% | +64.7% | +58.7% |
| 3Y | +199.5% | +18.6% | +180.9% | +158.5% |
| 5Y | +176.6% | -62.2% | +238.8% | +240.7% |
| 10Y | +1,921.6% | +32.2% | +1,889.4% | +1,414.5% |
| All | +1,921.6% | +31.1% | +1,890.5% | +1,414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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