+146.5%
MPWR vs ADP
+48.5%
+97.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.0% |
| 7D | -1.7% | +3.2% | -5.0% | -1.3% |
| 30D | -16.5% | +14.9% | -31.4% | -15.3% |
| 3M | -12.3% | +11.6% | -23.9% | -11.1% |
| 6M | -27.7% | +48.5% | -76.2% | -29.8% |
| YTD | +32.0% | +20.6% | +11.4% | +41.6% |
| 1Y | +25.1% | +23.7% | +1.4% | +31.7% |
| 3Y | +146.5% | +47.8% | +98.7% | +121.0% |
| All | +146.5% | +48.5% | +97.9% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling