+415.5%
WFC vs MPWR
+16,239.8%
-15,824.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.1% | +7.3% | +3.6% |
| 7D | +4.5% | +4.1% | +0.4% | +3.2% |
| 30D | +7.4% | -14.8% | +22.1% | +11.5% |
| 3M | -0.5% | -5.4% | +4.9% | -0.3% |
| 6M | +11.7% | -19.6% | +31.3% | +14.5% |
| YTD | -4.6% | +39.8% | -44.5% | -17.4% |
| 1Y | +2.5% | +32.5% | -30.0% | -10.0% |
| 3Y | +123.9% | +161.4% | -37.5% | +46.0% |
| 5Y | +94.3% | +144.5% | -50.1% | +18.9% |
| 10Y | +156.0% | +1,682.6% | -1,526.5% | -25.3% |
| All | +415.5% | +16,239.8% | -15,824.4% | -20.8% |
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