+125.4%
WFC vs MPWR
+161.4%
-36.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.1% | +7.3% | +2.8% |
| 7D | +4.5% | +4.1% | +0.4% | +3.9% |
| 30D | +7.4% | -14.8% | +22.1% | +9.1% |
| 3M | -0.5% | -5.4% | +4.9% | -0.3% |
| 6M | +11.7% | -19.6% | +31.3% | +13.1% |
| YTD | -4.6% | +39.8% | -44.5% | -11.5% |
| 1Y | +2.5% | +32.5% | -30.0% | -4.2% |
| All | +125.4% | +161.4% | -36.0% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling