+160.1%
MPWR vs WSM
+184.9%
-24.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.0% | +13.6% | +15.1% |
| 7D | +11.6% | +0.9% | +10.7% | +11.0% |
| 30D | +0.1% | +8.6% | -8.4% | -4.5% |
| 3M | -0.8% | +4.2% | -5.1% | -3.5% |
| 6M | -13.0% | +44.6% | -57.6% | -29.5% |
| YTD | +53.9% | +48.5% | +5.4% | +22.8% |
| 1Y | +45.8% | +34.7% | +11.2% | +22.2% |
| 3Y | +194.3% | +271.0% | -76.8% | +38.8% |
| 5Y | +160.1% | +180.9% | -20.8% | +38.5% |
| All | +160.1% | +184.9% | -24.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling