+137.0%
WFC vs MPWR
+1,606.4%
-1,469.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +3.8% | -2.6% | +6.4% | +4.4% |
| 30D | +1.5% | -9.0% | +10.5% | +3.5% |
| 3M | +10.9% | -25.8% | +36.7% | +16.8% |
| 6M | +8.4% | +11.8% | -3.3% | +2.6% |
| YTD | -1.9% | +35.5% | -37.4% | -11.7% |
| 1Y | +12.3% | +45.3% | -33.0% | -1.4% |
| 3Y | +132.3% | +138.5% | -6.1% | +64.5% |
| 5Y | +130.1% | +152.8% | -22.7% | +48.3% |
| All | +137.0% | +1,606.4% | -1,469.4% | -25.8% |
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 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