+14,101.9%
MPWR vs ADM
+469.2%
+13,632.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.5% |
| 7D | -1.7% | -9.0% | +7.3% | +1.8% |
| 30D | -16.5% | -14.0% | -2.5% | -11.8% |
| 3M | -12.3% | -9.2% | -3.1% | -9.9% |
| 6M | -27.7% | -9.2% | -18.6% | -26.1% |
| YTD | +32.0% | +24.2% | +7.8% | +17.2% |
| 1Y | +25.1% | +27.0% | -1.9% | +9.6% |
| 3Y | +146.5% | +6.6% | +139.9% | +121.3% |
| 5Y | +126.0% | +25.0% | +101.1% | +84.3% |
| 10Y | +1,582.7% | +100.2% | +1,482.5% | +978.0% |
| All | +14,101.9% | +469.2% | +13,632.7% | +5,669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling