+14,479.0%
MPWR vs MRSH
+1,005.9%
+13,473.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.7% |
| 7D | -2.6% | -3.6% | +1.0% | -0.4% |
| 30D | -9.0% | -3.0% | -6.0% | -7.6% |
| 3M | -25.8% | +15.8% | -41.7% | -34.3% |
| 6M | +11.8% | +1.6% | +10.2% | +6.1% |
| YTD | +35.5% | +1.7% | +33.8% | +27.3% |
| 1Y | +45.3% | -8.0% | +53.3% | +44.4% |
| 3Y | +138.5% | -0.3% | +138.7% | +118.7% |
| 5Y | +152.8% | +25.9% | +126.9% | +101.1% |
| 10Y | +1,616.6% | +222.0% | +1,394.6% | +663.0% |
| All | +14,479.0% | +1,005.9% | +13,473.2% | +3,480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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