+125.2%
MPWR vs JD
-58.0%
+183.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.7% |
| 7D | -1.7% | +13.4% | -15.1% | -5.5% |
| 30D | -16.5% | +7.7% | -24.2% | -18.5% |
| 3M | -12.3% | -11.3% | -1.0% | -9.4% |
| 6M | -27.7% | -5.1% | -22.6% | -27.1% |
| YTD | +32.0% | +5.0% | +27.0% | +28.7% |
| 1Y | +25.1% | -5.6% | +30.7% | +26.0% |
| 3Y | +146.5% | +17.8% | +128.7% | +122.6% |
| All | +125.2% | -58.0% | +183.2% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling