+1,632.0%
MPWR vs ADP
+285.0%
+1,347.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.2% |
| 7D | -2.6% | -3.4% | +0.9% | -0.4% |
| 30D | -9.0% | +2.8% | -11.8% | -11.1% |
| 3M | -25.8% | +20.9% | -46.8% | -36.9% |
| 6M | +11.8% | +29.9% | -18.1% | -12.2% |
| YTD | +35.5% | +9.6% | +25.9% | +20.7% |
| 1Y | +45.3% | -5.3% | +50.6% | +44.5% |
| 3Y | +138.5% | +16.5% | +122.0% | +97.2% |
| 5Y | +152.8% | +49.4% | +103.4% | +72.7% |
| All | +1,632.0% | +285.0% | +1,347.0% | +556.9% |
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