+949.4%
WMT vs MPWR
+18,654.0%
-17,704.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -1.2% | +27.9% | -29.1% | -3.4% |
| 30D | +12.4% | +9.7% | +2.7% | +11.1% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | -3.0% | -9.2% | +6.3% | -3.3% |
| YTD | +14.0% | +60.5% | -46.5% | +7.5% |
| 1Y | +23.0% | +52.0% | -29.0% | +16.5% |
| 3Y | +135.1% | +193.1% | -58.1% | +102.9% |
| 5Y | +172.7% | +167.3% | +5.5% | +130.6% |
| 10Y | +528.1% | +1,878.8% | -1,350.7% | +323.9% |
| All | +949.4% | +18,654.0% | -17,704.6% | +481.5% |
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 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