+1,791.8%
MPWR vs ADP
+315.9%
+1,476.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.9% |
| 7D | +2.2% | +3.2% | -1.0% | -0.1% |
| 30D | -2.1% | +12.8% | -14.8% | -10.2% |
| 3M | -1.6% | +12.3% | -13.9% | -10.4% |
| 6M | -14.9% | +45.4% | -60.4% | -37.9% |
| YTD | +50.5% | +21.4% | +29.1% | +23.7% |
| 1Y | +40.0% | +23.7% | +16.3% | +13.0% |
| 3Y | +175.0% | +43.6% | +131.3% | +92.2% |
| 5Y | +162.0% | +48.7% | +113.2% | +79.3% |
| 10Y | +1,791.8% | +316.1% | +1,475.8% | +544.1% |
| All | +1,791.8% | +315.9% | +1,476.0% | +544.1% |
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