+2,756.4%
MPWR vs W
+214.9%
+2,541.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.2% | -2.0% | -8.2% |
| 7D | -5.6% | -5.6% | 0.0% | -4.5% |
| 30D | -23.2% | +7.5% | -30.7% | -24.9% |
| 3M | -15.8% | +5.4% | -21.2% | -17.5% |
| 6M | -28.5% | +79.4% | -107.9% | -40.4% |
| YTD | +25.5% | +12.9% | +12.5% | +15.9% |
| 1Y | +13.9% | +12.4% | +1.5% | +4.8% |
| 3Y | +134.6% | +128.5% | +6.1% | +67.6% |
| 5Y | +114.8% | -54.0% | +168.8% | +87.4% |
| 10Y | +1,499.3% | +248.8% | +1,250.5% | +813.0% |
| All | +2,756.4% | +214.9% | +2,541.5% | +1,565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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