+142.9%
WFC vs MPWR
+1,560.2%
-1,417.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.6% |
| 7D | +1.2% | -1.7% | +3.0% | +1.4% |
| 30D | +5.2% | -16.5% | +21.7% | +8.8% |
| 3M | -3.0% | -12.3% | +9.2% | -1.3% |
| 6M | +6.2% | -27.7% | +33.9% | +11.0% |
| YTD | -7.9% | +32.0% | -39.9% | -17.4% |
| 1Y | +0.3% | +25.1% | -24.8% | -9.0% |
| 3Y | +117.7% | +146.5% | -28.8% | +51.8% |
| 5Y | +88.4% | +126.0% | -37.7% | +24.9% |
| All | +142.9% | +1,560.2% | -1,417.3% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling