+57.9%
MPWR vs WOLF
+45.1%
+12.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +9.8% | +6.8% | +14.1% |
| 7D | +11.6% | +25.3% | -13.7% | +5.7% |
| 30D | +0.1% | -14.7% | +14.8% | +3.2% |
| 3M | -0.8% | -20.5% | +19.7% | +2.9% |
| 6M | -13.0% | -43.9% | +30.9% | -5.1% |
| YTD | +53.9% | +50.0% | +3.9% | +33.1% |
| 1Y | +45.8% | +45.5% | +0.3% | +25.9% |
| All | +57.9% | +45.1% | +12.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling