+1,483.2%
ON vs MPWR
+14,560.0%
-13,076.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -10.3% | -1.3% | -5.5% |
| 7D | -16.3% | -5.6% | -10.6% | -13.4% |
| 30D | -27.0% | -23.2% | -3.8% | -14.8% |
| 3M | -18.1% | -15.8% | -2.3% | -9.5% |
| 6M | -38.6% | -28.5% | -10.1% | -24.1% |
| YTD | +16.4% | +25.5% | -9.1% | +3.7% |
| 1Y | +25.8% | +13.9% | +11.9% | +18.4% |
| 3Y | -7.7% | +134.6% | -142.2% | -45.8% |
| 5Y | +6.6% | +114.8% | -108.3% | -35.8% |
| 10Y | +444.6% | +1,499.3% | -1,054.7% | +23.0% |
| All | +1,483.2% | +14,560.0% | -13,076.8% | +63.0% |
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