+1,768.8%
ON vs MPWR
+15,734.2%
-13,965.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.5% |
| 7D | +2.4% | -2.6% | +5.0% | +4.0% |
| 30D | -3.3% | -9.0% | +5.7% | +2.3% |
| 3M | -43.6% | -25.8% | -17.7% | -31.9% |
| 6M | +19.0% | +11.8% | +7.2% | +14.2% |
| YTD | +37.4% | +35.5% | +1.9% | +17.2% |
| 1Y | +54.8% | +45.3% | +9.5% | +26.6% |
| 3Y | -25.2% | +138.5% | -163.6% | -56.7% |
| 5Y | +62.7% | +152.8% | -90.0% | -10.4% |
| 10Y | +574.3% | +1,616.6% | -1,042.2% | +46.3% |
| All | +1,768.8% | +15,734.2% | -13,965.3% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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