+40.0%
MPWR vs ADP
+24.1%
+15.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -1.3% |
| 7D | +2.2% | +3.2% | -1.0% | +5.0% |
| 30D | -2.1% | +12.8% | -14.8% | +7.7% |
| 3M | -1.6% | +12.3% | -13.9% | +8.7% |
| 6M | -14.9% | +45.4% | -60.4% | +10.2% |
| YTD | +50.5% | +21.4% | +29.1% | +91.4% |
| 1Y | +40.0% | +23.7% | +16.3% | +73.2% |
| All | +40.0% | +24.1% | +15.9% | +73.2% |
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