+13,397.9%
MPWR vs M
+69.2%
+13,328.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.9% | -4.4% | -8.6% |
| 7D | -5.6% | -2.1% | -3.5% | -5.2% |
| 30D | -23.2% | +7.7% | -30.9% | -25.2% |
| 3M | -15.8% | -4.4% | -11.4% | -15.3% |
| 6M | -28.5% | +27.5% | -56.1% | -34.2% |
| YTD | +25.5% | +12.8% | +12.7% | +19.5% |
| 1Y | +13.9% | +20.7% | -6.8% | +6.1% |
| 3Y | +134.6% | +111.3% | +23.3% | +79.6% |
| 5Y | +114.8% | -6.3% | +121.2% | +95.6% |
| 10Y | +1,499.3% | +1.5% | +1,497.8% | +1,056.1% |
| All | +13,397.9% | +69.2% | +13,328.7% | +6,330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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