+1,679.2%
MPWR vs WSM
+997.3%
+681.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -2.4% |
| 30D | -12.8% | -9.3% | -3.6% | -9.2% |
| 3M | -21.3% | +7.1% | -28.4% | -24.2% |
| 6M | +13.7% | +21.7% | -8.0% | +3.4% |
| YTD | +33.3% | +28.7% | +4.5% | +18.3% |
| 1Y | +41.3% | +13.9% | +27.4% | +31.9% |
| 3Y | +145.8% | +232.2% | -86.4% | +42.9% |
| 5Y | +155.6% | +176.4% | -20.8% | +54.0% |
| 10Y | +1,679.2% | +1,072.4% | +606.8% | +496.5% |
| All | +1,679.2% | +997.3% | +681.9% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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