+1,786.5%
MPWR vs ADP
+327.9%
+1,458.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | -0.4% | +17.0% | +16.9% |
| 7D | +11.6% | +1.1% | +10.5% | +10.5% |
| 30D | +0.1% | +11.5% | -11.4% | -7.6% |
| 3M | -0.8% | +12.0% | -12.9% | -9.6% |
| 6M | -13.0% | +43.8% | -56.8% | -36.0% |
| YTD | +53.9% | +20.1% | +33.9% | +27.3% |
| 1Y | +45.8% | +22.3% | +23.5% | +18.5% |
| 3Y | +194.3% | +43.3% | +151.0% | +105.8% |
| 5Y | +160.1% | +47.3% | +112.8% | +79.1% |
| 10Y | +1,786.5% | +313.7% | +1,472.8% | +546.5% |
| All | +1,786.5% | +327.9% | +1,458.6% | +546.5% |
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