+35.4%
MPWR vs WOLF
+32.2%
+3.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +16.8% | -11.6% | +1.1% |
| 7D | -1.7% | +8.2% | -10.0% | -3.8% |
| 30D | -16.5% | -24.2% | +7.6% | -11.6% |
| 3M | -12.3% | -13.8% | +1.5% | -10.9% |
| 6M | -27.7% | -44.8% | +17.0% | -20.7% |
| YTD | +32.0% | +36.6% | -4.6% | +16.6% |
| 1Y | +25.1% | +27.6% | -2.5% | +11.0% |
| All | +35.4% | +32.2% | +3.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling