+45.3%
MPWR vs ADP
-4.5%
+49.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | -0.5% |
| 7D | -2.6% | -3.4% | +0.9% | -4.7% |
| 30D | -9.0% | +2.8% | -11.8% | -7.1% |
| 3M | -25.8% | +20.9% | -46.8% | -15.8% |
| 6M | +11.8% | +29.9% | -18.1% | +30.7% |
| YTD | +35.5% | +9.6% | +25.9% | +55.9% |
| 1Y | +45.3% | -5.3% | +50.6% | +61.2% |
| All | +45.3% | -4.5% | +49.9% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling