+111.7%
WFC vs MPWR
+1,868.4%
-1,756.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +1.7% | +27.9% | -26.2% | -4.0% |
| 30D | +6.8% | +9.7% | -2.8% | +3.8% |
| 3M | -3.0% | +1.7% | -4.7% | -4.7% |
| 6M | +15.4% | -9.2% | +24.6% | +14.5% |
| YTD | -5.9% | +60.5% | -66.4% | -19.5% |
| 1Y | +1.7% | +52.0% | -50.4% | -11.9% |
| 3Y | +124.9% | +193.1% | -68.2% | +50.5% |
| 5Y | +90.5% | +167.3% | -76.8% | +21.7% |
| All | +111.7% | +1,868.4% | -1,756.7% | -35.1% |
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