+1,542.6%
MPWR vs ADP
+318.0%
+1,224.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.0% |
| 7D | -1.7% | +3.2% | -5.0% | -4.0% |
| 30D | -16.5% | +14.9% | -31.4% | -24.4% |
| 3M | -12.3% | +11.6% | -23.9% | -19.9% |
| 6M | -27.7% | +48.5% | -76.2% | -48.1% |
| YTD | +32.0% | +20.6% | +11.4% | +9.0% |
| 1Y | +25.1% | +23.7% | +1.4% | +0.9% |
| 3Y | +146.5% | +47.8% | +98.7% | +68.1% |
| 5Y | +126.0% | +47.7% | +78.3% | +55.5% |
| All | +1,542.6% | +318.0% | +1,224.7% | +466.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling