+1,788.2%
MPWR vs WSM
+1,131.4%
+656.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.6% |
| 7D | +16.8% | 0.0% | +16.8% | +16.9% |
| 30D | +11.9% | +5.1% | +6.8% | +9.0% |
| 3M | +2.2% | +5.1% | -2.9% | -0.5% |
| 6M | -15.5% | +48.6% | -64.1% | -29.8% |
| YTD | +54.2% | +44.2% | +10.0% | +29.7% |
| 1Y | +51.5% | +38.1% | +13.4% | +29.5% |
| 3Y | +180.2% | +257.2% | -77.0% | +57.3% |
| 5Y | +156.8% | +165.1% | -8.3% | +55.0% |
| All | +1,788.2% | +1,131.4% | +656.9% | +506.1% |
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