+14,101.9%
MPWR vs WSM
+2,110.3%
+11,991.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.9% |
| 7D | -1.7% | +0.5% | -2.3% | -2.1% |
| 30D | -16.5% | +6.0% | -22.5% | -18.7% |
| 3M | -12.3% | +3.2% | -15.5% | -13.8% |
| 6M | -27.7% | +37.1% | -64.9% | -36.6% |
| YTD | +32.0% | +44.2% | -12.2% | +13.6% |
| 1Y | +25.1% | +34.2% | -9.1% | +10.4% |
| 3Y | +146.5% | +249.3% | -102.8% | +50.1% |
| 5Y | +126.0% | +169.3% | -43.2% | +46.7% |
| 10Y | +1,582.7% | +1,241.2% | +341.5% | +470.1% |
| All | +14,101.9% | +2,110.3% | +11,991.6% | +2,887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling