+99.9%
MPWR vs WETO
-99.4%
+199.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -1.1% |
| 7D | -1.3% | -38.7% | +37.4% | -0.3% |
| 30D | -12.8% | -51.3% | +38.5% | -16.1% |
| 3M | -21.3% | -97.8% | +76.5% | -23.5% |
| 6M | +13.7% | -94.8% | +108.5% | +7.6% |
| YTD | +33.3% | -97.2% | +130.5% | +26.8% |
| 1Y | +41.3% | -98.9% | +140.2% | +35.1% |
| All | +99.9% | -99.4% | +199.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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