+831.8%
SPY vs MPWR
+14,560.0%
-13,728.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.3% | +5.9% | -2.1% |
| 7D | -4.7% | -5.6% | +0.9% | -3.6% |
| 30D | -5.9% | -23.2% | +17.3% | -0.6% |
| 3M | -4.5% | -15.8% | +11.2% | -1.6% |
| 6M | +1.8% | -28.5% | +30.3% | +7.4% |
| YTD | +8.3% | +25.5% | -17.1% | -0.5% |
| 1Y | +9.3% | +13.9% | -4.5% | +2.6% |
| 3Y | +74.9% | +134.6% | -59.7% | +30.1% |
| 5Y | +67.3% | +114.8% | -47.6% | +20.3% |
| 10Y | +311.6% | +1,499.3% | -1,187.7% | +80.4% |
| All | +831.8% | +14,560.0% | -13,728.1% | +169.8% |
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