+791.0%
WMT vs MPWR
+15,734.2%
-14,943.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +3.9% | -2.6% | +6.5% | +4.2% |
| 30D | -4.4% | -9.0% | +4.6% | -3.7% |
| 3M | -8.8% | -25.8% | +17.0% | -6.9% |
| 6M | -15.6% | +11.8% | -27.4% | -17.3% |
| YTD | -3.2% | +35.5% | -38.7% | -6.9% |
| 1Y | +7.0% | +45.3% | -38.3% | +1.9% |
| 3Y | +105.3% | +138.5% | -33.2% | +81.0% |
| 5Y | +129.3% | +152.8% | -23.5% | +95.2% |
| 10Y | +423.9% | +1,616.6% | -1,192.7% | +259.7% |
| All | +791.0% | +15,734.2% | -14,943.2% | +403.3% |
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 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