+14,479.0%
MPWR vs WSM
+1,872.5%
+12,606.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | -2.6% | -3.3% | +0.7% | -1.4% |
| 30D | -9.0% | -8.4% | -0.7% | -6.1% |
| 3M | -25.8% | +9.7% | -35.5% | -28.9% |
| 6M | +11.8% | +16.7% | -4.9% | +4.7% |
| YTD | +35.5% | +28.7% | +6.8% | +22.3% |
| 1Y | +45.3% | +13.7% | +31.7% | +37.2% |
| 3Y | +138.5% | +230.1% | -91.6% | +48.6% |
| 5Y | +152.8% | +179.0% | -26.2% | +63.1% |
| 10Y | +1,616.6% | +1,002.5% | +614.1% | +525.9% |
| All | +14,479.0% | +1,872.5% | +12,606.5% | +3,114.8% |
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