+1,921.6%
MPWR vs ADM
+118.6%
+1,803.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.6% | +8.0% |
| 7D | +17.3% | +0.1% | +17.1% | +17.3% |
| 30D | +12.1% | -11.8% | +23.9% | +17.4% |
| 3M | +5.6% | -11.3% | +16.9% | +9.7% |
| 6M | -10.7% | -10.0% | -0.7% | -8.4% |
| YTD | +64.0% | +25.9% | +38.1% | +43.4% |
| 1Y | +55.9% | +26.7% | +29.3% | +35.4% |
| 3Y | +199.5% | +8.1% | +191.3% | +165.8% |
| 5Y | +176.6% | +23.5% | +153.1% | +114.0% |
| 10Y | +1,921.6% | +128.2% | +1,793.4% | +895.5% |
| All | +1,921.6% | +118.6% | +1,803.0% | +895.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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